+72.9%
IWD vs CLBK
+56.3%
+16.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +0.6% | +9.1% | -8.5% | -1.4% |
| 3M | +7.2% | +27.7% | -20.5% | +1.2% |
| 6M | +16.2% | +40.8% | -24.6% | +7.0% |
| YTD | +23.3% | +66.4% | -43.1% | +9.0% |
| 1Y | +29.6% | +72.4% | -42.8% | +13.2% |
| All | +72.9% | +56.3% | +16.6% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling