+84.9%
IWD vs CRL
+97.9%
-13.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +3.6% | +11.9% | -8.3% | +1.7% |
| 3M | +2.2% | +20.2% | -18.0% | -0.9% |
| 6M | +13.0% | +107.5% | -94.6% | +0.7% |
| YTD | +26.5% | +69.4% | -42.9% | +15.7% |
| 1Y | +30.1% | +99.7% | -69.6% | +15.7% |
| 3Y | +84.9% | +98.8% | -13.9% | +55.6% |
| All | +84.9% | +97.9% | -13.0% | +55.6% |
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