+3,682.3%
CLS vs IWF
+72.9%
+3,609.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.8% |
| 7D | +20.1% | +0.5% | +19.6% | +19.3% |
| 30D | +6.0% | -1.4% | +7.4% | +8.8% |
| 3M | -10.3% | +0.4% | -10.7% | -9.6% |
| 6M | +24.5% | +8.5% | +16.0% | +13.9% |
| YTD | +12.9% | +3.7% | +9.2% | +10.7% |
| 1Y | +36.7% | +8.5% | +28.2% | +28.6% |
| 3Y | +1,328.1% | +78.5% | +1,249.6% | +728.7% |
| 5Y | +3,682.3% | +73.6% | +3,608.7% | +2,070.3% |
| All | +3,682.3% | +72.9% | +3,609.5% | +2,070.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling