+80.1%
CLF vs IWD
+212.1%
-132.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +3.4% |
| 7D | -14.1% | +1.3% | -15.3% | -16.1% |
| 30D | -5.5% | +3.6% | -9.1% | -11.7% |
| 3M | 0.0% | +2.3% | -2.3% | -4.5% |
| 6M | +11.3% | +13.0% | -1.8% | -10.5% |
| YTD | -7.7% | +26.2% | -33.9% | -38.5% |
| 1Y | +17.5% | +30.5% | -12.9% | -26.1% |
| 3Y | -25.4% | +86.2% | -111.6% | -73.8% |
| 5Y | -46.0% | +72.9% | -118.9% | -77.3% |
| 10Y | +80.1% | +205.0% | -125.0% | -70.0% |
| All | +80.1% | +212.1% | -132.0% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling