+403.9%
CLF vs IWD
+731.9%
-328.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -7.7% |
| 7D | -21.0% | -0.9% | -20.1% | -19.9% |
| 30D | -8.0% | +2.6% | -10.6% | -12.4% |
| 3M | -10.9% | +1.2% | -12.2% | -13.3% |
| 6M | +5.8% | +12.1% | -6.3% | -12.8% |
| YTD | -15.1% | +24.1% | -39.3% | -40.8% |
| 1Y | +7.2% | +28.5% | -21.3% | -29.3% |
| 3Y | -34.2% | +79.5% | -113.7% | -74.4% |
| 5Y | -49.6% | +70.3% | -119.9% | -77.5% |
| 10Y | +109.9% | +212.5% | -102.6% | -61.6% |
| All | +403.9% | +731.9% | -328.1% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling