+1,914.6%
CLS vs IWF
+383.8%
+1,530.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.0% |
| 7D | +16.3% | +2.8% | +13.5% | +12.7% |
| 30D | -25.7% | -7.5% | -18.1% | -16.8% |
| 3M | -30.9% | -8.5% | -22.4% | -21.0% |
| 6M | -35.5% | -7.4% | -28.1% | -26.1% |
| YTD | -18.7% | -2.6% | -16.1% | -11.4% |
| 1Y | -17.9% | -1.8% | -16.1% | -10.5% |
| 3Y | +838.1% | +65.5% | +772.6% | +555.3% |
| 5Y | +1,971.9% | +55.8% | +1,916.1% | +1,419.7% |
| All | +1,914.6% | +383.8% | +1,530.8% | +417.4% |
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