+464.6%
CL vs IWF
+727.1%
-262.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -4.8% | -0.4% | -4.4% | -4.7% |
| 3M | +4.9% | -2.6% | +7.5% | +5.5% |
| 6M | -5.7% | +9.1% | -14.9% | -9.3% |
| YTD | +14.4% | +4.5% | +9.9% | +11.6% |
| 1Y | +8.7% | +10.1% | -1.3% | +3.6% |
| 3Y | +30.0% | +77.6% | -47.7% | -0.8% |
| 5Y | +28.4% | +73.7% | -45.4% | -3.4% |
| 10Y | +50.1% | +411.5% | -361.4% | -32.2% |
| All | +464.6% | +727.1% | -262.5% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling