+448.1%
CLF vs IWF
+671.5%
-223.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +3.0% |
| 7D | -14.1% | -1.0% | -13.0% | -12.4% |
| 30D | -5.5% | -10.1% | +4.5% | +9.6% |
| 3M | 0.0% | -7.6% | +7.6% | +11.8% |
| 6M | +11.3% | -6.7% | +18.0% | +21.8% |
| YTD | -7.7% | -2.5% | -5.1% | -4.5% |
| 1Y | +17.5% | -2.1% | +19.6% | +20.9% |
| 3Y | -25.4% | +68.6% | -94.1% | -62.9% |
| 5Y | -46.0% | +55.8% | -101.8% | -70.4% |
| 10Y | +80.1% | +383.3% | -303.2% | -80.3% |
| All | +448.1% | +671.5% | -223.3% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling