+64.0%
IWF vs CRL
+102.9%
-38.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | -10.9% | +14.6% | -25.4% | -12.9% |
| 3M | -8.1% | +24.8% | -32.9% | -11.6% |
| 6M | -7.5% | +94.7% | -102.2% | -17.7% |
| YTD | -3.4% | +73.4% | -76.7% | -12.8% |
| 1Y | -5.0% | +104.7% | -109.7% | -16.8% |
| 3Y | +64.0% | +101.1% | -37.0% | +39.7% |
| All | +64.0% | +102.9% | -38.9% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling