+153.1%
IWM vs CTAS
+845.5%
-692.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | -1.5% | +12.8% | -14.2% | -7.6% |
| 3M | -8.0% | +10.3% | -18.3% | -12.9% |
| 6M | -4.1% | +32.0% | -36.1% | -18.4% |
| YTD | +11.9% | +19.1% | -7.2% | +0.2% |
| 1Y | +15.0% | +21.5% | -6.5% | +1.8% |
| 3Y | +64.2% | +76.0% | -11.8% | +15.0% |
| 5Y | +20.4% | +110.9% | -90.5% | -24.7% |
| All | +153.1% | +845.5% | -692.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling