-1.8%
IWF vs CRL
+99.6%
-101.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -7.5% | +11.9% | -19.5% | -8.9% |
| 3M | -8.5% | +20.2% | -28.6% | -10.7% |
| 6M | -7.4% | +107.5% | -114.9% | -16.5% |
| YTD | -2.6% | +69.4% | -72.1% | -9.7% |
| 1Y | -1.8% | +99.7% | -101.6% | -10.9% |
| All | -1.8% | +99.6% | -101.4% | -10.9% |
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