+74.4%
IWF vs CRL
-37.1%
+111.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -1.3% | +5.0% | -6.2% | -2.4% |
| 3M | +0.1% | +50.6% | -50.5% | -9.3% |
| 6M | +10.3% | +60.9% | -50.7% | -2.5% |
| YTD | +4.2% | +40.7% | -36.6% | -5.3% |
| 1Y | +9.3% | +73.3% | -64.0% | -6.2% |
| 3Y | +79.3% | +40.6% | +38.8% | +54.4% |
| All | +74.4% | -37.1% | +111.5% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling