+41.3%
CL vs IWF
+54.7%
-13.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.3% |
| 7D | +0.5% | -1.0% | +1.6% | +0.6% |
| 30D | +11.6% | -10.1% | +21.7% | +12.1% |
| 3M | +5.6% | -7.6% | +13.2% | +5.9% |
| 6M | +13.2% | -6.7% | +19.9% | +13.4% |
| YTD | +26.9% | -2.5% | +29.5% | +26.6% |
| 1Y | +27.3% | -2.1% | +29.4% | +27.0% |
| 3Y | +39.7% | +68.6% | -28.9% | +26.1% |
| 5Y | +41.3% | +55.8% | -14.5% | +22.2% |
| All | +41.3% | +54.7% | -13.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling