+64.2%
IWM vs CRL
+86.4%
-22.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.8% | -0.8% |
| 7D | -2.0% | -6.1% | +4.1% | -0.8% |
| 30D | -1.5% | +12.4% | -13.8% | -4.5% |
| 3M | -8.0% | +27.1% | -35.1% | -13.7% |
| 6M | -4.1% | +85.7% | -89.8% | -18.8% |
| YTD | +11.9% | +69.2% | -57.3% | -3.7% |
| 1Y | +15.0% | +97.5% | -82.5% | -5.2% |
| 3Y | +64.2% | +86.1% | -21.9% | +29.4% |
| All | +64.2% | +86.4% | -22.2% | +29.4% |
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 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