+531.7%
CL vs IWD
+754.2%
-222.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +1.9% |
| 7D | +7.7% | +2.5% | +5.2% | +6.3% |
| 30D | +15.2% | +6.0% | +9.3% | +11.9% |
| 3M | +7.3% | +3.8% | +3.6% | +5.3% |
| 6M | +17.0% | +16.3% | +0.7% | +8.1% |
| YTD | +28.0% | +27.5% | +0.5% | +12.7% |
| 1Y | +32.1% | +32.8% | -0.7% | +13.9% |
| 3Y | +41.5% | +84.3% | -42.8% | +1.9% |
| 5Y | +43.9% | +75.7% | -31.8% | +5.4% |
| 10Y | +79.8% | +220.9% | -141.1% | -6.2% |
| All | +531.7% | +754.2% | -222.5% | +94.9% |
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