+20.0%
IWM vs CL
+39.7%
-19.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | -2.0% | +1.3% | -3.4% | -2.2% |
| 30D | -1.5% | +11.4% | -12.8% | -2.8% |
| 3M | -8.0% | +4.4% | -12.4% | -8.5% |
| 6M | -4.1% | +10.8% | -14.9% | -5.6% |
| YTD | +11.9% | +25.1% | -13.2% | +7.8% |
| 1Y | +15.0% | +28.0% | -12.9% | +10.3% |
| 3Y | +64.2% | +37.6% | +26.6% | +49.3% |
| All | +20.0% | +39.7% | -19.7% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling