+2,757.7%
CLS vs IWD
+198.0%
+2,559.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.7% |
| 7D | +4.6% | -0.3% | +4.8% | +5.0% |
| 30D | -13.9% | +0.6% | -14.5% | -14.6% |
| 3M | -26.6% | +7.2% | -33.8% | -33.0% |
| 6M | +15.4% | +16.2% | -0.8% | -4.4% |
| YTD | +5.7% | +23.3% | -17.7% | -19.2% |
| 1Y | +41.1% | +29.6% | +11.5% | +1.7% |
| 3Y | +1,228.6% | +70.5% | +1,158.1% | +596.7% |
| 5Y | +3,240.6% | +73.5% | +3,167.2% | +1,645.9% |
| All | +2,757.7% | +198.0% | +2,559.7% | +823.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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