+149.0%
IWD vs CLBK
+64.7%
+84.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | -1.6% | +6.7% | -8.3% | -3.8% |
| 3M | +7.0% | +21.2% | -14.1% | +0.1% |
| 6M | +17.0% | +42.0% | -25.0% | +3.6% |
| YTD | +21.6% | +63.3% | -41.6% | +2.3% |
| 1Y | +28.0% | +65.4% | -37.4% | +6.7% |
| 3Y | +70.6% | +52.5% | +18.1% | +41.6% |
| 5Y | +73.3% | +42.0% | +31.4% | +37.6% |
| All | +149.0% | +64.7% | +84.3% | +79.4% |
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 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