+155.4%
IWM vs CL
+78.1%
+77.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +0.6% | +11.8% | -11.2% | -2.7% |
| 3M | -6.2% | +5.9% | -12.1% | -8.0% |
| 6M | -0.8% | +13.3% | -14.1% | -4.9% |
| YTD | +14.8% | +27.1% | -12.4% | +5.5% |
| 1Y | +16.1% | +28.0% | -11.9% | +6.4% |
| 3Y | +71.5% | +39.4% | +32.1% | +48.2% |
| 5Y | +25.8% | +40.8% | -15.0% | +6.9% |
| 10Y | +155.4% | +84.9% | +70.5% | +96.4% |
| All | +155.4% | +78.1% | +77.3% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling