+71.5%
IWD vs CLBK
+55.4%
+16.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -0.8% | +7.8% | -8.6% | -2.5% |
| 3M | +8.0% | +23.9% | -15.8% | +2.7% |
| 6M | +18.2% | +42.3% | -24.1% | +8.6% |
| YTD | +22.3% | +65.4% | -43.1% | +8.3% |
| 1Y | +28.9% | +70.3% | -41.4% | +12.9% |
| 3Y | +71.5% | +54.5% | +17.1% | +50.4% |
| All | +71.5% | +55.4% | +16.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CLBK 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling