+657.4%
IWF vs CRL
+1,379.5%
-722.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.4% |
| 7D | +0.5% | -1.0% | +1.6% | +0.8% |
| 30D | -0.4% | +10.7% | -11.0% | -3.1% |
| 3M | -2.6% | +55.3% | -57.9% | -14.0% |
| 6M | +9.1% | +60.7% | -51.5% | -5.4% |
| YTD | +4.5% | +44.6% | -40.1% | -7.3% |
| 1Y | +10.1% | +77.7% | -67.7% | -8.3% |
| 3Y | +77.6% | +37.6% | +40.0% | +50.5% |
| 5Y | +73.7% | -35.8% | +109.5% | +77.5% |
| 10Y | +411.5% | +241.7% | +169.8% | +226.9% |
| All | +657.4% | +1,379.5% | -722.1% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling