+770.9%
IWM vs CLX
+496.8%
+274.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.3% | +7.8% | -8.1% | -2.5% |
| 30D | +1.9% | +28.5% | -26.7% | -5.4% |
| 3M | -5.7% | +1.3% | -7.0% | -6.3% |
| 6M | -0.3% | +23.4% | -23.7% | -7.0% |
| YTD | +15.8% | +11.4% | +4.4% | +10.6% |
| 1Y | +17.1% | +6.9% | +10.2% | +13.1% |
| 3Y | +73.1% | -9.8% | +82.8% | +73.2% |
| 5Y | +25.9% | -22.7% | +48.5% | +28.8% |
| 10Y | +151.9% | +28.7% | +123.2% | +97.0% |
| All | +770.9% | +496.8% | +274.1% | +304.7% |
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 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