+152.5%
IWD vs CLBK
+67.9%
+84.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | +0.6% | +9.1% | -8.5% | -2.4% |
| 3M | +7.2% | +27.7% | -20.5% | -1.5% |
| 6M | +16.2% | +40.8% | -24.6% | +3.2% |
| YTD | +23.3% | +66.4% | -43.1% | +3.1% |
| 1Y | +29.6% | +72.4% | -42.8% | +6.5% |
| 3Y | +70.5% | +50.7% | +19.8% | +42.4% |
| 5Y | +73.5% | +42.9% | +30.5% | +37.8% |
| All | +152.5% | +67.9% | +84.6% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling