+20.0%
IWM vs CLF
-51.2%
+71.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -2.0% | -19.6% | +17.6% | +1.8% |
| 30D | -1.5% | -5.0% | +3.5% | -1.2% |
| 3M | -8.0% | -6.3% | -1.7% | -7.9% |
| 6M | -4.1% | +2.8% | -6.9% | -6.9% |
| YTD | +11.9% | -13.7% | +25.6% | +10.8% |
| 1Y | +15.0% | +13.6% | +1.4% | +7.3% |
| 3Y | +64.2% | -34.0% | +98.2% | +61.7% |
| All | +20.0% | -51.2% | +71.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling