+808.3%
IWM vs CLX
+412.3%
+396.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.1% | -9.2% | +9.3% | +2.9% |
| 30D | -1.3% | -11.0% | +9.8% | +2.0% |
| 3M | +1.6% | +5.0% | -3.4% | -0.4% |
| 6M | +13.6% | -18.8% | +32.4% | +19.5% |
| YTD | +20.8% | -4.4% | +25.2% | +20.8% |
| 1Y | +26.4% | -21.9% | +48.3% | +33.9% |
| 3Y | +60.7% | -32.8% | +93.4% | +75.6% |
| 5Y | +38.2% | -34.6% | +72.7% | +48.7% |
| 10Y | +169.5% | -4.7% | +174.2% | +134.6% |
| All | +808.3% | +412.3% | +396.0% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling