+43.2%
IWM vs CRCL
+39.4%
+3.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.1% |
| 7D | +1.4% | +7.5% | -6.1% | +0.9% |
| 30D | -2.3% | +44.3% | -46.5% | -4.4% |
| 3M | +4.0% | +16.5% | -12.6% | +2.6% |
| 6M | +17.9% | -5.6% | +23.6% | +16.8% |
| YTD | +20.2% | +21.3% | -1.1% | +16.8% |
| 1Y | +25.0% | -14.5% | +39.4% | +23.2% |
| All | +43.2% | +39.4% | +3.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRCL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling