+30.9%
CL vs IWD
+70.7%
-39.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.8% | +0.6% | -5.4% | -5.0% |
| 3M | +4.9% | +7.2% | -2.3% | +2.6% |
| 6M | -5.7% | +16.2% | -21.9% | -10.3% |
| YTD | +14.4% | +23.3% | -9.0% | +6.8% |
| 1Y | +8.7% | +29.6% | -20.8% | -0.1% |
| All | +30.9% | +70.7% | -39.8% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling