+457.3%
CLS vs IWF
+671.5%
-214.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +3.8% |
| 7D | -10.6% | -1.0% | -9.5% | -8.6% |
| 30D | -38.4% | -10.1% | -28.4% | -27.4% |
| 3M | -29.9% | -7.6% | -22.2% | -19.7% |
| 6M | -40.6% | -6.7% | -33.9% | -31.8% |
| YTD | -24.6% | -2.5% | -22.0% | -17.5% |
| 1Y | -30.8% | -2.1% | -28.7% | -23.7% |
| 3Y | +811.7% | +68.6% | +743.1% | +436.9% |
| 5Y | +1,838.4% | +55.8% | +1,782.6% | +1,136.2% |
| 10Y | +1,751.5% | +383.3% | +1,368.2% | +119.9% |
| All | +457.3% | +671.5% | -214.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling