+161.3%
IWM vs CL
+76.2%
+85.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.8% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +1.3% | +11.6% | -10.3% | -2.0% |
| 3M | -6.1% | +5.6% | -11.7% | -7.7% |
| 6M | -0.1% | +13.2% | -13.2% | -4.2% |
| YTD | +15.5% | +26.9% | -11.4% | +6.4% |
| 1Y | +18.1% | +27.3% | -9.2% | +8.5% |
| 3Y | +74.6% | +39.7% | +34.9% | +51.0% |
| 5Y | +24.6% | +41.3% | -16.7% | +6.0% |
| 10Y | +161.3% | +76.3% | +85.0% | +102.5% |
| All | +161.3% | +76.2% | +85.1% | +102.5% |
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