+126.4%
CLF vs IWD
+197.9%
-71.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +3.0% |
| 7D | +7.6% | -0.3% | +7.8% | +8.1% |
| 30D | -1.2% | +0.6% | -1.8% | -2.4% |
| 3M | -13.4% | +7.2% | -20.6% | -23.6% |
| 6M | +15.4% | +16.2% | -0.8% | -11.2% |
| YTD | -5.9% | +23.3% | -29.2% | -34.7% |
| 1Y | +18.8% | +29.6% | -10.7% | -23.9% |
| 3Y | -19.4% | +70.5% | -89.9% | -67.0% |
| 5Y | -47.7% | +73.5% | -121.2% | -78.2% |
| All | +126.4% | +197.9% | -71.5% | -66.4% |
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 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