+114.9%
IWM vs CTVA
+223.3%
-108.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +0.1% | +4.9% | -4.9% | -2.0% |
| 30D | -1.3% | +11.9% | -13.2% | -5.9% |
| 3M | +1.6% | +13.7% | -12.1% | -4.6% |
| 6M | +13.6% | +13.1% | +0.4% | +6.4% |
| YTD | +20.8% | +32.0% | -11.2% | +5.7% |
| 1Y | +26.4% | +22.1% | +4.3% | +13.9% |
| 3Y | +60.7% | +77.5% | -16.8% | +20.5% |
| 5Y | +38.2% | +106.3% | -68.1% | -5.0% |
| All | +114.9% | +223.3% | -108.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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