-51.4%
CLF vs IWF
+50.6%
-102.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.2% |
| 7D | -19.6% | -5.0% | -14.6% | -14.4% |
| 30D | -5.0% | -13.2% | +8.2% | +12.3% |
| 3M | -6.3% | -9.4% | +3.1% | +5.5% |
| 6M | +2.8% | -8.6% | +11.3% | +13.9% |
| YTD | -13.7% | -5.3% | -8.4% | -7.9% |
| 1Y | +13.6% | -5.0% | +18.6% | +20.8% |
| 3Y | -34.0% | +64.6% | -98.6% | -60.5% |
| All | -51.4% | +50.6% | -102.0% | -71.1% |
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