+715.2%
IWM vs CRL
+1,379.5%
-664.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.8% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -1.3% | +10.7% | -11.9% | -4.5% |
| 3M | +1.6% | +55.3% | -53.7% | -12.5% |
| 6M | +13.6% | +60.7% | -47.1% | -4.4% |
| YTD | +20.8% | +44.6% | -23.9% | +4.6% |
| 1Y | +26.4% | +77.7% | -51.3% | +1.6% |
| 3Y | +60.7% | +37.6% | +23.1% | +33.3% |
| 5Y | +38.2% | -35.8% | +74.0% | +42.4% |
| 10Y | +169.5% | +241.7% | -72.3% | +56.1% |
| All | +715.2% | +1,379.5% | -664.2% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling