+255.3%
IWF vs CLBK
+60.9%
+194.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | -7.5% | +3.4% | -11.0% | -8.4% |
| 3M | -8.5% | -4.3% | -4.2% | -7.6% |
| 6M | -7.4% | +28.4% | -35.8% | -13.7% |
| YTD | -2.6% | +59.4% | -62.1% | -14.7% |
| 1Y | -1.8% | +64.8% | -66.7% | -14.9% |
| 3Y | +65.5% | +50.6% | +14.9% | +43.0% |
| 5Y | +55.8% | +28.3% | +27.6% | +36.0% |
| All | +255.3% | +60.9% | +194.4% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling