+194.7%
IWD vs CRL
+241.6%
-46.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -0.8% | +5.0% | -5.7% | -2.1% |
| 3M | +8.0% | +50.6% | -42.6% | -3.1% |
| 6M | +18.2% | +60.9% | -42.7% | +3.1% |
| YTD | +22.3% | +40.7% | -18.4% | +10.0% |
| 1Y | +28.9% | +73.3% | -44.4% | +8.9% |
| 3Y | +71.5% | +40.6% | +31.0% | +45.6% |
| 5Y | +73.6% | -37.0% | +110.6% | +86.1% |
| 10Y | +194.7% | +244.3% | -49.6% | +67.9% |
| All | +194.7% | +241.6% | -46.9% | +67.9% |
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