+40.4%
IWM vs CRCL
+31.3%
+9.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -2.4% | -11.2% | +8.8% | -1.8% |
| 30D | -4.6% | +27.1% | -31.7% | -6.0% |
| 3M | -0.3% | +9.6% | -9.9% | -1.3% |
| 6M | +14.7% | -19.7% | +34.4% | +14.7% |
| YTD | +17.8% | +14.2% | +3.6% | +14.8% |
| 1Y | +21.2% | -32.2% | +53.5% | +20.3% |
| All | +40.4% | +31.3% | +9.1% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling