+280.1%
IWF vs CLBK
+66.9%
+213.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | -1.3% | +7.8% | -9.0% | -3.2% |
| 3M | +0.1% | +23.9% | -23.7% | -5.6% |
| 6M | +10.3% | +42.3% | -32.0% | +0.1% |
| YTD | +4.2% | +65.4% | -61.2% | -9.5% |
| 1Y | +9.3% | +70.3% | -61.0% | -6.2% |
| 3Y | +79.3% | +54.5% | +24.9% | +54.1% |
| 5Y | +73.8% | +43.1% | +30.7% | +45.5% |
| All | +280.1% | +66.9% | +213.2% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling