-47.8%
CLF vs IWF
+73.7%
-121.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +0.5% | +7.0% | +6.9% |
| 30D | -1.2% | -0.4% | -0.8% | -0.7% |
| 3M | -13.4% | -2.6% | -10.8% | -11.2% |
| 6M | +15.4% | +9.1% | +6.3% | +4.4% |
| YTD | -5.9% | +4.5% | -10.4% | -10.7% |
| 1Y | +18.8% | +10.1% | +8.7% | +7.6% |
| 3Y | -19.4% | +77.6% | -97.0% | -56.0% |
| All | -47.8% | +73.7% | -121.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling