-35.3%
CLS vs IWD
+29.9%
-65.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.9% | +3.7% |
| 7D | -10.6% | +1.3% | -11.8% | -12.5% |
| 30D | -38.4% | +3.6% | -42.0% | -42.9% |
| 3M | -29.9% | +2.3% | -32.2% | -33.3% |
| 6M | -40.6% | +13.0% | -53.7% | -56.2% |
| YTD | -24.6% | +26.2% | -50.8% | -59.7% |
| All | -35.3% | +29.9% | -65.2% | -68.0% |
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