+19.1%
CLX vs IWD
+207.5%
-188.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +13.6% | -0.5% | +14.1% | +13.8% |
| 30D | +23.4% | +2.7% | +20.7% | +22.3% |
| 3M | -2.8% | +0.9% | -3.7% | -3.1% |
| 6M | +14.0% | +10.5% | +3.4% | +10.3% |
| YTD | +4.2% | +23.7% | -19.5% | -2.8% |
| 1Y | -1.2% | +28.7% | -29.9% | -9.0% |
| 3Y | -12.7% | +79.7% | -92.4% | -27.6% |
| 5Y | -26.5% | +69.7% | -96.2% | -38.5% |
| All | +19.1% | +207.5% | -188.4% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling