+66.0%
IWM vs CLX
-34.1%
+100.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.4% | -3.5% | +5.0% | +1.9% |
| 30D | -2.3% | -11.9% | +9.6% | -0.7% |
| 3M | +4.0% | -2.6% | +6.6% | +4.1% |
| 6M | +17.9% | -18.2% | +36.1% | +21.3% |
| YTD | +20.2% | -5.9% | +26.1% | +20.6% |
| 1Y | +25.0% | -23.8% | +48.8% | +29.9% |
| 3Y | +66.0% | -33.6% | +99.6% | +69.3% |
| All | +66.0% | -34.1% | +100.1% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling