+20.2%
CLF vs IWD
+33.0%
-12.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.6% | -11.8% | -14.2% |
| 7D | -7.9% | +2.5% | -10.4% | -12.8% |
| 30D | +5.2% | +6.0% | -0.7% | -8.0% |
| 3M | +4.3% | +3.8% | +0.5% | -4.5% |
| 6M | +25.3% | +16.3% | +8.9% | -13.1% |
| YTD | -3.3% | +27.5% | -30.8% | -44.0% |
| 1Y | +20.2% | +32.8% | -12.6% | -35.4% |
| All | +20.2% | +33.0% | -12.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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