+83.1%
CL vs IWD
+205.2%
-122.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | +9.5% | +3.6% | +5.9% | +7.6% |
| 3M | +6.8% | +2.7% | +4.1% | +5.3% |
| 6M | +14.3% | +13.2% | +1.1% | +7.1% |
| YTD | +26.3% | +26.8% | -0.5% | +11.6% |
| 1Y | +25.6% | +29.3% | -3.7% | +9.8% |
| 3Y | +38.5% | +85.1% | -46.7% | -0.9% |
| 5Y | +40.7% | +74.2% | -33.5% | +3.2% |
| 10Y | +83.1% | +204.6% | -121.5% | -1.3% |
| All | +83.1% | +205.2% | -122.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling