+613.8%
IWF vs CRL
+1,647.7%
-1,034.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +5.3% | +8.9% | -3.6% | +2.9% |
| 30D | -8.6% | +14.0% | -22.6% | -12.0% |
| 3M | -6.5% | +19.8% | -26.4% | -11.5% |
| 6M | -5.6% | +102.0% | -107.7% | -23.0% |
| YTD | -1.5% | +70.8% | -72.4% | -16.9% |
| 1Y | -2.8% | +98.7% | -101.6% | -21.4% |
| 3Y | +67.1% | +98.2% | -31.0% | +27.7% |
| 5Y | +57.6% | -11.7% | +69.3% | +47.4% |
| 10Y | +390.4% | +356.7% | +33.7% | +190.1% |
| All | +613.8% | +1,647.7% | -1,034.0% | +225.8% |
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