+727.5%
IWF vs CLX
+412.3%
+315.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +0.5% | -9.2% | +9.8% | +3.2% |
| 30D | -0.4% | -11.0% | +10.7% | +2.7% |
| 3M | -2.6% | +5.0% | -7.7% | -4.4% |
| 6M | +9.1% | -18.8% | +28.0% | +14.5% |
| YTD | +4.5% | -4.4% | +8.9% | +4.4% |
| 1Y | +10.1% | -21.9% | +31.9% | +16.1% |
| 3Y | +77.6% | -32.8% | +110.4% | +92.7% |
| 5Y | +73.7% | -34.6% | +108.3% | +85.4% |
| 10Y | +411.5% | -4.7% | +416.2% | +357.0% |
| All | +727.5% | +412.3% | +315.3% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling