+166.9%
IWM vs CRL
+241.6%
-74.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -2.3% | +5.0% | -7.2% | -4.0% |
| 3M | +4.0% | +50.6% | -46.6% | -10.7% |
| 6M | +17.9% | +60.9% | -43.0% | -2.4% |
| YTD | +20.2% | +40.7% | -20.5% | +3.8% |
| 1Y | +25.0% | +73.3% | -48.3% | -0.9% |
| 3Y | +66.0% | +40.6% | +25.4% | +34.0% |
| 5Y | +40.0% | -37.0% | +77.0% | +52.7% |
| 10Y | +166.9% | +244.3% | -77.4% | +30.4% |
| All | +166.9% | +241.6% | -74.7% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling