+410.6%
CLX vs IWD
+726.5%
-315.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -9.2% | -0.3% | -9.0% | -9.1% |
| 30D | -11.0% | +0.6% | -11.6% | -11.2% |
| 3M | +5.0% | +7.2% | -2.2% | +2.0% |
| 6M | -18.8% | +16.2% | -35.0% | -23.7% |
| YTD | -4.4% | +23.3% | -27.7% | -12.4% |
| 1Y | -21.9% | +29.6% | -51.4% | -29.8% |
| 3Y | -32.8% | +70.5% | -103.2% | -46.3% |
| 5Y | -34.6% | +73.5% | -108.0% | -48.4% |
| 10Y | -4.7% | +198.3% | -203.0% | -42.7% |
| All | +410.6% | +726.5% | -315.9% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling