+387.3%
IWF vs CLX
+32.0%
+355.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | +2.8% | +9.5% | -6.7% | +1.4% |
| 30D | -7.5% | +30.7% | -38.2% | -11.3% |
| 3M | -8.5% | +4.2% | -12.7% | -9.2% |
| 6M | -7.4% | +22.1% | -29.5% | -10.6% |
| YTD | -2.6% | +14.1% | -16.7% | -5.3% |
| 1Y | -1.8% | +10.3% | -12.2% | -4.1% |
| 3Y | +65.5% | -7.8% | +73.3% | +64.9% |
| 5Y | +55.8% | -20.8% | +76.7% | +57.2% |
| All | +387.3% | +32.0% | +355.3% | +330.8% |
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