+655.7%
IWM vs CRL
+1,630.9%
-975.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.8% | -1.5% |
| 7D | -2.0% | -6.1% | +4.1% | -0.4% |
| 30D | -1.5% | +12.4% | -13.8% | -5.6% |
| 3M | -8.0% | +27.1% | -35.1% | -15.6% |
| 6M | -4.1% | +85.7% | -89.8% | -23.0% |
| YTD | +11.9% | +69.2% | -57.3% | -8.5% |
| 1Y | +15.0% | +97.5% | -82.5% | -10.8% |
| 3Y | +64.2% | +86.1% | -21.9% | +22.7% |
| 5Y | +20.4% | -10.0% | +30.4% | +10.9% |
| 10Y | +168.0% | +395.0% | -227.0% | +37.6% |
| All | +655.7% | +1,630.9% | -975.2% | +188.4% |
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 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