+18.4%
IWM vs CLF
+15.2%
+3.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +1.4% | +10.4% | -9.0% | +0.2% |
| 30D | +2.3% | +0.6% | +1.7% | +1.7% |
| 3M | -8.3% | +4.1% | -12.4% | -9.5% |
| 6M | -1.3% | +15.1% | -16.4% | -4.3% |
| YTD | +13.5% | -4.7% | +18.3% | +9.5% |
| 1Y | +18.4% | +20.4% | -2.0% | +6.8% |
| All | +18.4% | +15.2% | +3.2% | +6.8% |
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