+216.9%
CLSK vs IWD
+69.9%
+147.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | +0.2% |
| 7D | +17.2% | -1.2% | +18.4% | +21.5% |
| 30D | +14.6% | -1.6% | +16.2% | +19.6% |
| 3M | -16.8% | +7.0% | -23.9% | -34.2% |
| 6M | +38.2% | +17.0% | +21.2% | -15.9% |
| YTD | +31.2% | +21.6% | +9.6% | -28.2% |
| 1Y | +37.3% | +28.0% | +9.3% | -34.3% |
| All | +216.9% | +69.9% | +147.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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