+409.4%
IWF vs CRL
+249.3%
+160.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -1.7% | -6.9% | +5.2% | +0.4% |
| 30D | -1.8% | -3.2% | +1.3% | -1.0% |
| 3M | +1.5% | +46.5% | -45.1% | -10.6% |
| 6M | +7.7% | +63.1% | -55.4% | -9.3% |
| YTD | +2.7% | +36.9% | -34.1% | -9.1% |
| 1Y | +6.8% | +78.1% | -71.4% | -14.1% |
| 3Y | +76.9% | +36.7% | +40.2% | +45.1% |
| 5Y | +73.4% | -38.1% | +111.5% | +90.3% |
| All | +409.4% | +249.3% | +160.1% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling