+64.2%
IWM vs CL
+38.3%
+25.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | -2.0% | +1.3% | -3.4% | -2.0% |
| 30D | -1.5% | +11.4% | -12.8% | -1.5% |
| 3M | -8.0% | +4.4% | -12.4% | -8.0% |
| 6M | -4.1% | +10.8% | -14.9% | -4.2% |
| YTD | +11.9% | +25.1% | -13.2% | +11.4% |
| 1Y | +15.0% | +28.0% | -12.9% | +14.4% |
| 3Y | +64.2% | +37.6% | +26.6% | +57.7% |
| All | +64.2% | +38.3% | +25.9% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling