+20.7%
IWM vs CTAS
+113.2%
-92.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | -1.5% | +12.8% | -14.2% | -7.1% |
| 3M | -8.0% | +10.3% | -18.3% | -12.5% |
| 6M | -4.1% | +32.0% | -36.1% | -17.6% |
| YTD | +11.9% | +19.1% | -7.2% | +1.2% |
| 1Y | +15.0% | +21.5% | -6.5% | +2.8% |
| 3Y | +64.2% | +76.0% | -11.8% | +11.0% |
| All | +20.7% | +113.2% | -92.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling