+161.6%
IWM vs CL
+74.1%
+87.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | -2.0% | +1.3% | -3.4% | -2.4% |
| 30D | -1.5% | +11.4% | -12.8% | -4.6% |
| 3M | -8.0% | +4.4% | -12.4% | -9.3% |
| 6M | -4.1% | +10.8% | -14.9% | -7.4% |
| YTD | +11.9% | +25.1% | -13.2% | +3.5% |
| 1Y | +15.0% | +28.0% | -12.9% | +5.5% |
| 3Y | +64.2% | +37.6% | +26.6% | +42.7% |
| 5Y | +20.4% | +39.7% | -19.3% | +2.8% |
| All | +161.6% | +74.1% | +87.5% | +103.2% |
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