+11.7%
CRCL vs IWF
+20.8%
-9.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.3% |
| 7D | +4.9% | +0.5% | +4.4% | +4.2% |
| 30D | +38.7% | -1.4% | +40.1% | +43.7% |
| 3M | +14.7% | +0.4% | +14.2% | +14.1% |
| 6M | -16.9% | +8.5% | -25.3% | -28.6% |
| YTD | +17.3% | +3.7% | +13.6% | +11.0% |
| 1Y | -21.2% | +8.5% | -29.7% | -24.9% |
| All | +11.7% | +20.8% | -9.1% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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