-1.3%
IWF vs CLBK
+65.7%
-67.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -4.2% | +4.6% | -8.7% | -4.6% |
| 30D | -8.1% | -1.5% | -6.6% | -7.9% |
| 3M | -5.1% | +4.4% | -9.4% | -5.5% |
| 6M | -1.4% | +31.7% | -33.1% | -5.2% |
| YTD | -0.1% | +58.7% | -58.8% | -5.6% |
| 1Y | -1.3% | +64.9% | -66.1% | -7.9% |
| All | -1.3% | +65.7% | -67.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling