+18.9%
IWM vs CRL
+85.3%
-66.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +2.6% |
| 7D | +1.0% | -12.8% | +13.7% | +3.0% |
| 30D | +0.2% | +5.0% | -4.8% | -0.8% |
| 3M | -5.6% | +39.4% | -45.0% | -10.9% |
| 6M | +2.7% | +89.4% | -86.6% | -8.9% |
| YTD | +16.2% | +63.6% | -47.4% | +5.4% |
| 1Y | +18.9% | +83.5% | -64.5% | +4.9% |
| All | +18.9% | +85.3% | -66.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling