+144.3%
IWM vs CL
+84.7%
+59.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | +0.6% | +9.5% | -8.8% | -2.1% |
| 3M | -7.8% | +6.6% | -14.4% | -9.7% |
| 6M | -1.0% | +13.2% | -14.2% | -5.1% |
| YTD | +13.9% | +26.9% | -13.0% | +4.8% |
| 1Y | +15.4% | +27.6% | -12.2% | +5.9% |
| 3Y | +70.2% | +39.1% | +31.1% | +47.1% |
| 5Y | +23.7% | +41.3% | -17.6% | +4.9% |
| All | +144.3% | +84.7% | +59.7% | +87.0% |
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