-10.0%
CLX vs IWD
+85.5%
-95.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +7.8% | -0.6% | +8.3% | +8.1% |
| 30D | +28.5% | +3.6% | +24.9% | +26.0% |
| 3M | +1.3% | +2.7% | -1.3% | -0.1% |
| 6M | +23.4% | +13.2% | +10.2% | +15.6% |
| YTD | +11.4% | +26.8% | -15.4% | -1.4% |
| 1Y | +6.9% | +29.3% | -22.4% | -6.2% |
| All | -10.0% | +85.5% | -95.5% | -33.6% |
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 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