-1.3%
IWF vs CRL
+85.3%
-86.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.3% |
| 7D | -4.2% | -12.8% | +8.6% | -2.6% |
| 30D | -8.1% | +5.0% | -13.1% | -8.7% |
| 3M | -5.1% | +39.4% | -44.4% | -9.0% |
| 6M | -1.4% | +89.4% | -90.8% | -9.7% |
| YTD | -0.1% | +63.6% | -63.7% | -6.8% |
| 1Y | -1.3% | +83.5% | -84.7% | -8.8% |
| All | -1.3% | +85.3% | -86.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling