-26.8%
CLS vs IWD
+30.1%
-56.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +7.5% |
| 7D | +2.8% | -0.6% | +3.3% | +4.7% |
| 30D | -30.1% | +3.6% | -33.7% | -35.1% |
| 3M | -21.7% | +2.7% | -24.4% | -26.1% |
| 6M | -36.2% | +13.2% | -49.4% | -53.1% |
| YTD | -17.8% | +26.8% | -44.6% | -57.1% |
| 1Y | -26.8% | +29.3% | -56.1% | -63.8% |
| All | -26.8% | +30.1% | -56.9% | -63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling