+102.0%
IWM vs CTVA
+131.3%
-29.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.3% |
| 7D | +1.4% | -20.8% | +22.2% | +8.7% |
| 30D | +2.3% | -29.6% | +31.9% | +14.6% |
| 3M | -8.3% | -16.9% | +8.6% | -5.1% |
| 6M | -1.3% | -24.3% | +22.9% | +5.3% |
| YTD | +13.5% | -5.6% | +19.1% | +9.7% |
| 1Y | +18.4% | -4.2% | +22.6% | +13.6% |
| 3Y | +69.6% | +43.3% | +26.3% | +33.4% |
| 5Y | +23.3% | +35.7% | -12.4% | -2.5% |
| All | +102.0% | +131.3% | -29.3% | +16.5% |
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