+159.5%
IWD vs CLBK
+63.6%
+95.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.6% | +2.2% | -2.7% | -1.2% |
| 30D | +3.6% | +5.0% | -1.4% | +1.9% |
| 3M | +2.7% | +3.3% | -0.6% | +1.4% |
| 6M | +13.2% | +29.6% | -16.4% | +3.3% |
| YTD | +26.8% | +62.1% | -35.4% | +6.8% |
| 1Y | +29.3% | +64.3% | -35.1% | +8.2% |
| 3Y | +85.1% | +55.6% | +29.5% | +52.5% |
| 5Y | +74.2% | +29.3% | +44.9% | +45.9% |
| All | +159.5% | +63.6% | +95.9% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling