+1,980.9%
CLS vs IWD
+72.9%
+1,908.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.7% |
| 7D | +16.3% | +2.3% | +14.0% | +12.4% |
| 30D | -25.7% | +3.6% | -29.2% | -29.8% |
| 3M | -30.9% | +2.2% | -33.0% | -33.4% |
| 6M | -35.5% | +13.0% | -48.4% | -46.9% |
| YTD | -18.7% | +26.5% | -45.2% | -43.7% |
| 1Y | -17.9% | +30.1% | -48.0% | -45.3% |
| 3Y | +838.1% | +84.9% | +753.2% | +283.4% |
| All | +1,980.9% | +72.9% | +1,908.0% | +844.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling