+774.9%
CLS vs IWF
+68.0%
+706.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +1.6% |
| 7D | -10.6% | -1.0% | -9.5% | -8.0% |
| 30D | -38.4% | -10.1% | -28.4% | -21.4% |
| 3M | -29.9% | -7.6% | -22.2% | -14.7% |
| 6M | -40.6% | -6.7% | -33.9% | -27.9% |
| YTD | -24.6% | -2.5% | -22.0% | -15.4% |
| 1Y | -30.8% | -2.1% | -28.7% | -21.6% |
| All | +774.9% | +68.0% | +706.9% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling