-35.1%
CLF vs IWD
+79.4%
-114.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -6.8% |
| 7D | -21.0% | -0.9% | -20.1% | -19.6% |
| 30D | -8.0% | +2.6% | -10.6% | -13.4% |
| 3M | -10.9% | +1.2% | -12.2% | -13.8% |
| 6M | +5.8% | +12.1% | -6.3% | -17.1% |
| YTD | -15.1% | +24.1% | -39.3% | -45.8% |
| 1Y | +7.2% | +28.5% | -21.3% | -36.0% |
| All | -35.1% | +79.4% | -114.5% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling