+152.1%
IWM vs CLSK
-60.8%
+212.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +0.2% |
| 7D | -2.4% | +7.7% | -10.1% | -2.6% |
| 30D | -4.6% | +12.2% | -16.8% | -4.9% |
| 3M | -0.3% | -15.5% | +15.2% | -0.1% |
| 6M | +14.7% | +39.3% | -24.6% | +13.4% |
| YTD | +17.8% | +35.1% | -17.2% | +16.3% |
| 1Y | +21.2% | +34.0% | -12.8% | +19.4% |
| 3Y | +62.3% | +226.3% | -163.9% | +55.0% |
| 5Y | +38.7% | +6.4% | +32.3% | +32.6% |
| All | +152.1% | -60.8% | +212.9% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling