+25.0%
IWM vs CTAS
-0.9%
+25.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | 0.0% | +1.5% | +1.4% |
| 30D | -2.3% | -1.0% | -1.3% | -2.2% |
| 3M | +4.0% | +15.8% | -11.8% | +1.5% |
| 6M | +17.9% | -1.0% | +18.9% | +19.4% |
| YTD | +20.2% | +7.4% | +12.8% | +19.0% |
| 1Y | +25.0% | -0.1% | +25.1% | +26.1% |
| All | +25.0% | -0.9% | +25.9% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling