+531.3%
CL vs IWD
+731.9%
-200.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.3% |
| 7D | +5.9% | -0.9% | +6.8% | +6.4% |
| 30D | +13.8% | +2.6% | +11.1% | +12.2% |
| 3M | +6.4% | +1.2% | +5.2% | +5.7% |
| 6M | +15.6% | +12.1% | +3.5% | +8.9% |
| YTD | +27.9% | +24.1% | +3.7% | +14.2% |
| 1Y | +31.4% | +28.5% | +2.9% | +15.2% |
| 3Y | +41.4% | +79.5% | -38.1% | +3.2% |
| 5Y | +42.8% | +70.3% | -27.5% | +6.3% |
| 10Y | +79.7% | +212.5% | -132.9% | -5.0% |
| All | +531.3% | +731.9% | -200.7% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling