+277.8%
IWF vs CLBK
+65.5%
+212.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -1.5% | +0.5% | -0.5% |
| 30D | -1.7% | -1.0% | -0.7% | -1.5% |
| 3M | +0.7% | +22.9% | -22.3% | -4.9% |
| 6M | +8.6% | +44.2% | -35.6% | -1.8% |
| YTD | +3.5% | +64.0% | -60.5% | -9.8% |
| 1Y | +7.0% | +65.7% | -58.6% | -7.4% |
| 3Y | +76.3% | +54.1% | +22.3% | +51.6% |
| 5Y | +74.8% | +44.7% | +30.1% | +45.3% |
| All | +277.8% | +65.5% | +212.3% | +200.0% |
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