+69.6%
IWM vs CRL
+97.9%
-28.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +2.3% | +11.9% | -9.6% | -0.8% |
| 3M | -8.3% | +20.2% | -28.5% | -12.8% |
| 6M | -1.3% | +107.5% | -108.9% | -18.7% |
| YTD | +13.5% | +69.4% | -55.9% | -2.3% |
| 1Y | +18.4% | +99.7% | -81.3% | -2.7% |
| 3Y | +69.6% | +98.8% | -29.2% | +27.9% |
| All | +69.6% | +97.9% | -28.3% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling