+3,038.3%
CLS vs IWF
+412.6%
+2,625.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | +20.1% | +0.5% | +19.6% | +19.5% |
| 30D | +6.0% | -1.4% | +7.4% | +8.3% |
| 3M | -10.3% | +0.4% | -10.7% | -9.6% |
| 6M | +24.5% | +8.5% | +16.0% | +16.2% |
| YTD | +12.9% | +3.7% | +9.2% | +11.5% |
| 1Y | +36.7% | +8.5% | +28.2% | +30.7% |
| 3Y | +1,328.1% | +78.5% | +1,249.6% | +796.7% |
| 5Y | +3,682.3% | +73.6% | +3,608.7% | +2,316.7% |
| 10Y | +3,038.3% | +421.3% | +2,617.0% | +697.4% |
| All | +3,038.3% | +412.6% | +2,625.7% | +697.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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