-51.4%
CLF vs IWD
+68.9%
-120.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.4% |
| 7D | -19.6% | -0.5% | -19.1% | -19.0% |
| 30D | -5.0% | +2.7% | -7.6% | -10.2% |
| 3M | -6.3% | +0.9% | -7.2% | -8.5% |
| 6M | +2.8% | +10.5% | -7.8% | -15.5% |
| YTD | -13.7% | +23.7% | -37.4% | -42.4% |
| 1Y | +13.6% | +28.7% | -15.2% | -29.6% |
| 3Y | -34.0% | +79.7% | -113.7% | -76.8% |
| All | -51.4% | +68.9% | -120.3% | -80.0% |
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