+11.9%
IWM vs CLSK
-65.2%
+77.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.5% | +11.9% | -2.8% |
| 7D | -4.6% | -30.7% | +26.1% | -1.1% |
| 30D | -3.7% | -53.8% | +50.1% | +4.3% |
| 3M | -9.4% | -57.9% | +48.6% | -1.3% |
| 6M | -3.6% | -57.6% | +54.0% | +3.6% |
| YTD | +10.8% | -43.9% | +54.7% | +12.6% |
| 1Y | +11.9% | -65.7% | +77.6% | +19.0% |
| All | +11.9% | -65.2% | +77.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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