+7.6%
CL vs IWF
+9.4%
-1.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | -1.4% | +1.5% | -2.9% | -1.0% |
| 30D | -5.2% | -1.3% | -3.9% | -5.5% |
| 3M | +3.3% | +0.1% | +3.2% | +3.6% |
| 6M | -4.4% | +10.3% | -14.6% | -2.5% |
| YTD | +13.9% | +4.2% | +9.8% | +12.5% |
| 1Y | +7.6% | +9.3% | -1.7% | +10.9% |
| All | +7.6% | +9.4% | -1.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling