+65.5%
IWF vs CLBK
+54.0%
+11.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | -7.5% | +3.4% | -11.0% | -8.1% |
| 3M | -8.5% | -4.3% | -4.2% | -7.8% |
| 6M | -7.4% | +28.4% | -35.8% | -11.9% |
| YTD | -2.6% | +59.4% | -62.1% | -11.4% |
| 1Y | -1.8% | +64.8% | -66.7% | -11.4% |
| 3Y | +65.5% | +50.6% | +14.9% | +50.2% |
| All | +65.5% | +54.0% | +11.5% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling