+127.6%
CLF vs IWF
+412.6%
-285.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | -2.7% | +0.5% | -3.2% | -3.3% |
| 30D | -3.2% | -1.4% | -1.8% | -1.5% |
| 3M | -5.0% | +0.4% | -5.4% | -6.3% |
| 6M | +26.6% | +8.5% | +18.1% | +14.6% |
| YTD | -9.0% | +3.7% | -12.6% | -13.1% |
| 1Y | +11.8% | +8.5% | +3.4% | +2.3% |
| 3Y | -15.1% | +78.5% | -93.6% | -57.0% |
| 5Y | -48.2% | +73.6% | -121.8% | -72.9% |
| 10Y | +127.6% | +421.3% | -293.7% | -79.4% |
| All | +127.6% | +412.6% | -285.0% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling