+205.0%
IWD vs CRL
+400.8%
-195.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.9% |
| 7D | +1.3% | +4.4% | -3.1% | 0.0% |
| 30D | +3.6% | +17.1% | -13.5% | -0.8% |
| 3M | +2.3% | +32.1% | -29.8% | -5.2% |
| 6M | +13.0% | +98.9% | -85.9% | -6.3% |
| YTD | +26.2% | +77.1% | -51.0% | +6.5% |
| 1Y | +30.5% | +110.3% | -79.8% | +5.1% |
| 3Y | +86.2% | +108.5% | -22.3% | +41.2% |
| 5Y | +72.9% | -7.9% | +80.7% | +65.8% |
| 10Y | +205.0% | +368.9% | -163.9% | +64.9% |
| All | +205.0% | +400.8% | -195.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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