+24.0%
IWM vs CLX
-25.2%
+49.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -1.1% | -4.9% | +3.8% | -0.7% |
| 30D | -3.1% | -15.8% | +12.7% | -1.8% |
| 3M | +2.2% | -7.9% | +10.1% | +2.9% |
| 6M | +15.1% | -19.0% | +34.1% | +17.6% |
| YTD | +18.6% | -7.9% | +26.5% | +20.0% |
| 1Y | +24.0% | -25.4% | +49.4% | +24.2% |
| All | +24.0% | -25.2% | +49.1% | +24.2% |
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