+1,929.4%
CLS vs IWD
+205.2%
+1,724.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +7.9% |
| 7D | +2.8% | -0.6% | +3.3% | +4.1% |
| 30D | -30.1% | +3.6% | -33.7% | -33.3% |
| 3M | -21.7% | +2.7% | -24.4% | -24.6% |
| 6M | -36.2% | +13.2% | -49.4% | -45.9% |
| YTD | -17.8% | +26.8% | -44.6% | -39.6% |
| 1Y | -26.8% | +29.3% | -56.1% | -47.2% |
| 3Y | +853.4% | +85.1% | +768.2% | +346.8% |
| 5Y | +2,005.0% | +74.2% | +1,930.8% | +981.5% |
| 10Y | +1,929.4% | +204.6% | +1,724.8% | +503.5% |
| All | +1,929.4% | +205.2% | +1,724.2% | +503.5% |
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