+80.4%
CLF vs IWD
+202.4%
-121.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | +16.0% | +1.7% | +14.3% | +12.7% |
| 30D | +1.6% | +3.2% | -1.6% | -4.4% |
| 3M | +6.7% | +2.3% | +4.4% | +2.0% |
| 6M | +21.1% | +12.9% | +8.2% | -2.5% |
| YTD | -1.6% | +26.2% | -27.8% | -34.5% |
| 1Y | +18.5% | +28.3% | -9.8% | -23.1% |
| 3Y | -21.0% | +84.4% | -105.4% | -71.7% |
| 5Y | -41.4% | +73.0% | -114.4% | -75.4% |
| All | +80.4% | +202.4% | -121.9% | -68.3% |
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