+671.1%
IWF vs CLX
+511.3%
+159.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.8% | +9.5% | -6.7% | +0.3% |
| 30D | -7.5% | +30.7% | -38.2% | -14.2% |
| 3M | -8.5% | +4.2% | -12.7% | -9.8% |
| 6M | -7.4% | +22.1% | -29.5% | -13.1% |
| YTD | -2.6% | +14.1% | -16.7% | -7.6% |
| 1Y | -1.8% | +10.3% | -12.2% | -6.0% |
| 3Y | +65.5% | -7.8% | +73.3% | +63.8% |
| 5Y | +55.8% | -20.8% | +76.7% | +57.6% |
| 10Y | +384.9% | +31.9% | +353.0% | +290.2% |
| All | +671.1% | +511.3% | +159.8% | +271.4% |
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