+155.4%
IWM vs CLX
+26.5%
+128.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +0.3% | +13.6% | -13.4% | -1.5% |
| 30D | +0.6% | +29.1% | -28.5% | -2.9% |
| 3M | -6.2% | +1.6% | -7.8% | -6.6% |
| 6M | -0.8% | +18.7% | -19.5% | -3.4% |
| YTD | +14.8% | +11.1% | +3.7% | +12.5% |
| 1Y | +16.1% | +7.0% | +9.1% | +14.4% |
| 3Y | +71.5% | -10.0% | +81.5% | +72.1% |
| 5Y | +25.8% | -22.6% | +48.4% | +27.0% |
| 10Y | +155.4% | +29.3% | +126.1% | +127.7% |
| All | +155.4% | +26.5% | +128.9% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling