+808.3%
IWM vs CTAS
+2,531.5%
-1,723.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | -1.3% | -0.2% | -1.1% | -1.2% |
| 3M | +1.6% | +11.7% | -10.1% | -5.1% |
| 6M | +13.6% | +0.7% | +12.8% | +11.5% |
| YTD | +20.8% | +7.4% | +13.3% | +14.4% |
| 1Y | +26.4% | -2.1% | +28.5% | +25.6% |
| 3Y | +60.7% | +62.9% | -2.3% | +18.8% |
| 5Y | +38.2% | +111.9% | -73.7% | -11.9% |
| 10Y | +169.5% | +652.2% | -482.7% | -16.7% |
| All | +808.3% | +2,531.5% | -1,723.2% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling