+155.4%
IWM vs CLF
+82.3%
+73.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.7% |
| 7D | +0.3% | -9.1% | +9.3% | +1.9% |
| 30D | +0.6% | -0.9% | +1.5% | 0.0% |
| 3M | -6.2% | +3.0% | -9.2% | -8.0% |
| 6M | -0.8% | +16.7% | -17.5% | -6.3% |
| YTD | +14.8% | -3.2% | +17.9% | +10.9% |
| 1Y | +16.1% | +24.6% | -8.5% | +6.1% |
| 3Y | +71.5% | -22.3% | +93.8% | +61.6% |
| 5Y | +25.8% | -41.2% | +67.0% | +20.2% |
| 10Y | +155.4% | +83.5% | +71.9% | +64.4% |
| All | +155.4% | +82.3% | +73.1% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling