+1,628.1%
CLS vs IWD
+207.5%
+1,420.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -22.2% | -0.5% | -21.7% | -21.7% |
| 30D | -44.4% | +2.7% | -47.0% | -46.4% |
| 3M | -34.3% | +0.9% | -35.2% | -35.3% |
| 6M | -50.1% | +10.5% | -60.6% | -56.3% |
| YTD | -30.1% | +23.7% | -53.8% | -47.0% |
| 1Y | -39.3% | +28.7% | -68.1% | -56.1% |
| 3Y | +732.7% | +79.7% | +653.0% | +305.8% |
| 5Y | +1,777.2% | +69.7% | +1,707.5% | +897.9% |
| All | +1,628.1% | +207.5% | +1,420.6% | +444.3% |
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