-41.8%
CLF vs IWD
+72.9%
-114.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.6% |
| 7D | +10.4% | +2.3% | +8.1% | +5.8% |
| 30D | +0.6% | +3.6% | -3.0% | -6.5% |
| 3M | +4.1% | +2.2% | +2.0% | -0.6% |
| 6M | +15.1% | +13.0% | +2.1% | -9.2% |
| YTD | -4.7% | +26.5% | -31.3% | -39.1% |
| 1Y | +20.4% | +30.1% | -9.8% | -27.0% |
| 3Y | -23.4% | +84.9% | -108.2% | -74.4% |
| All | -41.8% | +72.9% | -114.7% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling