+1,312.5%
CLS vs IWF
+79.6%
+1,232.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +6.0% | +6.3% |
| 7D | +12.8% | +1.5% | +11.3% | +9.5% |
| 30D | +3.8% | -1.3% | +5.1% | +7.3% |
| 3M | -14.6% | +0.1% | -14.7% | -13.5% |
| 6M | +32.2% | +10.3% | +22.0% | +11.9% |
| YTD | +11.6% | +4.2% | +7.5% | +6.4% |
| 1Y | +35.1% | +9.3% | +25.7% | +20.2% |
| 3Y | +1,312.5% | +79.3% | +1,233.2% | +462.4% |
| All | +1,312.5% | +79.6% | +1,232.9% | +462.4% |
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 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