-22.6%
CLX vs IWD
+72.9%
-95.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.0% |
| 7D | +9.5% | +2.3% | +7.2% | +8.2% |
| 30D | +30.7% | +3.6% | +27.1% | +28.3% |
| 3M | +4.2% | +2.2% | +2.1% | +3.1% |
| 6M | +22.1% | +13.0% | +9.2% | +14.8% |
| YTD | +14.1% | +26.5% | -12.4% | +1.3% |
| 1Y | +10.3% | +30.1% | -19.8% | -3.4% |
| 3Y | -7.8% | +84.9% | -92.7% | -32.6% |
| All | -22.6% | +72.9% | -95.5% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling