+20.2%
CLF vs IWF
-1.6%
+21.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.6% |
| 7D | -7.9% | -4.2% | -3.7% | -3.8% |
| 30D | +5.2% | -8.1% | +13.4% | +15.2% |
| 3M | +4.3% | -5.1% | +9.4% | +10.3% |
| 6M | +25.3% | -1.4% | +26.7% | +26.9% |
| YTD | -3.3% | -0.1% | -3.2% | -5.1% |
| 1Y | +20.2% | -1.3% | +21.5% | +20.7% |
| All | +20.2% | -1.6% | +21.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling