-61.9%
CLSK vs IWF
+416.2%
-478.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | +17.2% | +0.5% | +16.7% | +16.4% |
| 30D | +14.6% | -1.4% | +16.0% | +17.4% |
| 3M | -16.8% | +0.4% | -17.3% | -16.0% |
| 6M | +38.2% | +8.5% | +29.7% | +26.6% |
| YTD | +31.2% | +3.7% | +27.5% | +29.8% |
| 1Y | +37.3% | +8.5% | +28.9% | +29.5% |
| 3Y | +201.8% | +78.5% | +123.3% | +61.9% |
| 5Y | -1.6% | +73.6% | -75.2% | -41.4% |
| All | -61.9% | +416.2% | -478.2% | -90.3% |
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 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