+20.0%
IWM vs CRL
-10.4%
+30.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.8% | -1.1% |
| 7D | -2.0% | -6.1% | +4.1% | -0.6% |
| 30D | -1.5% | +12.4% | -13.8% | -5.1% |
| 3M | -8.0% | +27.1% | -35.1% | -14.6% |
| 6M | -4.1% | +85.7% | -89.8% | -21.0% |
| YTD | +11.9% | +69.2% | -57.3% | -6.2% |
| 1Y | +15.0% | +97.5% | -82.5% | -8.2% |
| 3Y | +64.2% | +86.1% | -21.9% | +27.0% |
| All | +20.0% | -10.4% | +30.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling