+733.6%
IWM vs CL
+526.4%
+207.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -4.6% | +5.9% | -10.5% | -6.8% |
| 30D | -3.7% | +13.8% | -17.4% | -8.7% |
| 3M | -9.4% | +6.4% | -15.8% | -11.9% |
| 6M | -3.6% | +15.6% | -19.2% | -9.8% |
| YTD | +10.8% | +27.9% | -17.1% | -1.1% |
| 1Y | +11.9% | +31.4% | -19.5% | -1.4% |
| 3Y | +60.6% | +41.4% | +19.2% | +33.9% |
| 5Y | +19.2% | +42.8% | -23.6% | -2.2% |
| 10Y | +165.3% | +79.7% | +85.7% | +90.8% |
| All | +733.6% | +526.4% | +207.3% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling