+79.7%
IWD vs CRL
+86.4%
-6.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -1.4% |
| 7D | -0.5% | -6.1% | +5.6% | +0.2% |
| 30D | +2.7% | +12.4% | -9.7% | +0.7% |
| 3M | +0.9% | +27.1% | -26.2% | -2.9% |
| 6M | +10.5% | +85.7% | -75.2% | +0.2% |
| YTD | +23.7% | +69.2% | -45.5% | +13.1% |
| 1Y | +28.7% | +97.5% | -68.8% | +14.7% |
| 3Y | +79.7% | +86.1% | -6.4% | +54.6% |
| All | +79.7% | +86.4% | -6.7% | +54.6% |
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