+53.4%
CL vs IWF
+409.9%
-356.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | -5.2% | -1.3% | -3.9% | -4.9% |
| 3M | +3.3% | +0.1% | +3.2% | +3.0% |
| 6M | -4.4% | +10.3% | -14.6% | -7.4% |
| YTD | +13.9% | +4.2% | +9.8% | +12.0% |
| 1Y | +7.6% | +9.3% | -1.7% | +3.9% |
| 3Y | +29.6% | +79.3% | -49.8% | +2.4% |
| 5Y | +28.1% | +73.8% | -45.7% | +0.8% |
| 10Y | +53.4% | +410.9% | -357.5% | -34.4% |
| All | +53.4% | +409.9% | -356.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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