+413.4%
IWF vs CLX
-3.7%
+417.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.9% | -5.7% | +4.8% | 0.0% |
| 30D | -1.7% | -17.0% | +15.3% | +1.1% |
| 3M | +0.7% | -9.7% | +10.3% | +2.0% |
| 6M | +8.6% | -19.8% | +28.4% | +11.9% |
| YTD | +3.5% | -9.8% | +13.4% | +4.4% |
| 1Y | +7.0% | -26.2% | +33.2% | +11.6% |
| 3Y | +76.3% | -36.2% | +112.5% | +87.0% |
| 5Y | +74.8% | -38.3% | +113.1% | +83.4% |
| All | +413.4% | -3.7% | +417.1% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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