+39.7%
CL vs IWF
+67.0%
-27.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.8% |
| 7D | +0.5% | -1.0% | +1.6% | +0.4% |
| 30D | +11.6% | -10.1% | +21.7% | +10.4% |
| 3M | +5.6% | -7.6% | +13.2% | +4.7% |
| 6M | +13.2% | -6.7% | +19.9% | +12.4% |
| YTD | +26.9% | -2.5% | +29.5% | +26.3% |
| 1Y | +27.3% | -2.1% | +29.4% | +26.8% |
| 3Y | +39.7% | +68.6% | -28.9% | +32.0% |
| All | +39.7% | +67.0% | -27.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling