+72.4%
IWD vs CRL
+38.0%
+34.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -0.3% | -1.0% | +0.8% | -0.1% |
| 30D | +0.6% | +10.7% | -10.1% | -0.9% |
| 3M | +7.2% | +55.3% | -48.1% | +0.1% |
| 6M | +16.2% | +60.7% | -44.4% | +7.3% |
| YTD | +23.3% | +44.6% | -21.3% | +15.6% |
| 1Y | +29.6% | +77.7% | -48.2% | +16.9% |
| All | +72.4% | +38.0% | +34.4% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling