+18.9%
IWM vs CLF
+12.5%
+6.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.2% | +10.7% | +2.5% |
| 7D | +1.0% | -7.9% | +8.9% | +1.8% |
| 30D | +0.2% | +5.2% | -5.0% | -0.8% |
| 3M | -5.6% | +4.3% | -9.9% | -6.7% |
| 6M | +2.7% | +25.3% | -22.5% | -1.5% |
| YTD | +16.2% | -3.3% | +19.5% | +12.3% |
| 1Y | +18.9% | +20.2% | -1.3% | +8.9% |
| All | +18.9% | +12.5% | +6.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling