+414.1%
CLS vs IWD
+731.9%
-317.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.6% | -10.4% | -9.7% |
| 7D | -27.3% | -0.9% | -26.4% | -26.4% |
| 30D | -47.0% | +2.6% | -49.7% | -48.9% |
| 3M | -43.3% | +1.2% | -44.6% | -44.4% |
| 6M | -50.8% | +12.1% | -62.9% | -57.4% |
| YTD | -30.4% | +24.1% | -54.6% | -46.8% |
| 1Y | -41.7% | +28.5% | -70.2% | -57.1% |
| 3Y | +701.4% | +79.5% | +621.9% | +298.2% |
| 5Y | +1,767.8% | +70.3% | +1,697.5% | +909.4% |
| 10Y | +1,636.8% | +212.5% | +1,424.3% | +354.5% |
| All | +414.1% | +731.9% | -317.8% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling