+151.9%
IWM vs CLF
+83.8%
+68.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -0.3% | +2.3% | -2.7% | -0.9% |
| 30D | +1.9% | +1.9% | -0.1% | +0.7% |
| 3M | -5.7% | +5.9% | -11.6% | -8.0% |
| 6M | -0.3% | +16.9% | -17.2% | -5.9% |
| YTD | +15.8% | -1.1% | +16.8% | +11.4% |
| 1Y | +17.1% | +28.8% | -11.7% | +6.3% |
| 3Y | +73.1% | -20.6% | +93.7% | +62.3% |
| 5Y | +25.9% | -41.5% | +67.4% | +20.5% |
| 10Y | +151.9% | +87.5% | +64.4% | +60.7% |
| All | +151.9% | +83.8% | +68.1% | +60.7% |
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