-46.0%
CLF vs IWD
+72.9%
-118.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +3.1% |
| 7D | -14.1% | +1.3% | -15.3% | -16.2% |
| 30D | -5.5% | +3.6% | -9.1% | -12.2% |
| 3M | 0.0% | +2.3% | -2.3% | -4.9% |
| 6M | +11.3% | +13.0% | -1.8% | -12.3% |
| YTD | -7.7% | +26.2% | -33.9% | -40.6% |
| 1Y | +17.5% | +30.5% | -12.9% | -29.0% |
| 3Y | -25.4% | +86.2% | -111.6% | -75.4% |
| 5Y | -46.0% | +72.9% | -118.9% | -78.5% |
| All | -46.0% | +72.9% | -118.9% | -78.5% |
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