-2.5%
CLX vs IWD
+195.2%
-197.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.5% | -0.2% | -3.4% | -3.5% |
| 30D | -11.9% | -0.8% | -11.1% | -11.6% |
| 3M | -2.6% | +8.0% | -10.7% | -5.1% |
| 6M | -18.2% | +18.2% | -36.3% | -22.6% |
| YTD | -5.9% | +22.3% | -28.2% | -12.0% |
| 1Y | -23.8% | +28.9% | -52.7% | -30.0% |
| 3Y | -33.6% | +71.5% | -105.1% | -44.3% |
| 5Y | -35.7% | +73.6% | -109.3% | -46.6% |
| 10Y | -2.5% | +194.7% | -197.2% | -36.3% |
| All | -2.5% | +195.2% | -197.7% | -36.3% |
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