-17.5%
CLF vs IWD
+70.7%
-88.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +3.2% |
| 7D | +7.6% | -0.3% | +7.8% | +8.1% |
| 30D | -1.2% | +0.6% | -1.8% | -2.6% |
| 3M | -13.4% | +7.2% | -20.6% | -25.2% |
| 6M | +15.4% | +16.2% | -0.8% | -14.9% |
| YTD | -5.9% | +23.3% | -29.2% | -38.2% |
| 1Y | +18.8% | +29.6% | -10.7% | -28.7% |
| All | -17.5% | +70.7% | -88.2% | -66.7% |
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