+808.3%
IWM vs CLF
+461.8%
+346.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +0.1% | +7.6% | -7.5% | -1.3% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | +1.6% | -13.4% | +15.0% | +3.3% |
| 6M | +13.6% | +15.4% | -1.9% | +8.6% |
| YTD | +20.8% | -5.9% | +26.6% | +18.8% |
| 1Y | +26.4% | +18.8% | +7.6% | +17.1% |
| 3Y | +60.7% | -19.4% | +80.1% | +52.3% |
| 5Y | +38.2% | -47.7% | +85.9% | +36.5% |
| 10Y | +169.5% | +130.4% | +39.1% | +74.1% |
| All | +808.3% | +461.8% | +346.4% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling