+40.0%
IWM vs CLX
-35.2%
+75.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.4% | -3.5% | +5.0% | +2.0% |
| 30D | -2.3% | -11.9% | +9.6% | -0.4% |
| 3M | +4.0% | -2.6% | +6.6% | +4.2% |
| 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% | +74.9% |
| 5Y | +40.0% | -35.7% | +75.7% | +41.6% |
| All | +40.0% | -35.2% | +75.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling