+1,751.5%
CLS vs IWD
+212.1%
+1,539.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.9% | +5.2% |
| 7D | -10.6% | +1.3% | -11.8% | -12.0% |
| 30D | -38.4% | +3.6% | -42.0% | -41.3% |
| 3M | -29.9% | +2.3% | -32.2% | -32.1% |
| 6M | -40.6% | +13.0% | -53.7% | -49.6% |
| YTD | -24.6% | +26.2% | -50.8% | -44.2% |
| 1Y | -30.8% | +30.5% | -61.3% | -50.7% |
| 3Y | +811.7% | +86.2% | +725.5% | +324.5% |
| 5Y | +1,838.4% | +72.9% | +1,765.6% | +905.5% |
| 10Y | +1,751.5% | +205.0% | +1,546.5% | +456.3% |
| All | +1,751.5% | +212.1% | +1,539.4% | +456.3% |
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