+18.9%
IWM vs CLX
-6.5%
+25.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.9% |
| 7D | +1.0% | +14.2% | -13.2% | -0.5% |
| 30D | +0.2% | +22.7% | -22.4% | -2.0% |
| 3M | -5.6% | -2.8% | -2.9% | -5.6% |
| 6M | +2.7% | +17.7% | -15.0% | +0.4% |
| YTD | +16.2% | +3.3% | +12.8% | +15.0% |
| 1Y | +18.9% | -5.6% | +24.6% | +22.0% |
| All | +18.9% | -6.5% | +25.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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