-60.8%
CLSK vs IWF
+415.4%
-476.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +5.6% |
| 7D | +7.7% | -0.9% | +8.6% | +9.3% |
| 30D | +12.2% | -1.7% | +14.0% | +15.7% |
| 3M | -15.5% | +0.7% | -16.1% | -15.0% |
| 6M | +39.3% | +8.6% | +30.8% | +27.6% |
| YTD | +35.1% | +3.5% | +31.6% | +34.1% |
| 1Y | +34.0% | +7.0% | +27.0% | +28.9% |
| 3Y | +226.3% | +76.3% | +149.9% | +78.2% |
| 5Y | +6.4% | +74.8% | -68.4% | -36.8% |
| All | -60.8% | +415.4% | -476.3% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling