+166.9%
IWM vs CLS
+2,932.8%
-2,766.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -1.8% |
| 7D | +1.4% | +12.8% | -11.4% | -1.6% |
| 30D | -2.3% | +3.8% | -6.1% | -3.7% |
| 3M | +4.0% | -14.6% | +18.6% | +5.8% |
| 6M | +17.9% | +32.2% | -14.3% | +5.6% |
| YTD | +20.2% | +11.6% | +8.6% | +10.8% |
| 1Y | +25.0% | +35.1% | -10.1% | +7.1% |
| 3Y | +66.0% | +1,312.5% | -1,246.6% | -37.7% |
| 5Y | +40.0% | +3,542.1% | -3,502.0% | -63.3% |
| 10Y | +166.9% | +2,944.0% | -2,777.1% | -38.4% |
| All | +166.9% | +2,932.8% | -2,766.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CLS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling