-23.4%
CLF vs IWF
+65.9%
-89.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -1.8% |
| 7D | +10.4% | +2.8% | +7.6% | +6.7% |
| 30D | +0.6% | -7.5% | +8.1% | +11.3% |
| 3M | +4.1% | -8.5% | +12.6% | +16.8% |
| 6M | +15.1% | -7.4% | +22.5% | +26.6% |
| YTD | -4.7% | -2.6% | -2.1% | -1.6% |
| 1Y | +20.4% | -1.8% | +22.2% | +23.2% |
| 3Y | -23.4% | +65.5% | -88.8% | -49.6% |
| All | -23.4% | +65.9% | -89.3% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling