+600.4%
IWF vs CRL
+1,673.3%
-1,072.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.3% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | -10.9% | +14.6% | -25.4% | -14.3% |
| 3M | -8.1% | +24.8% | -32.9% | -13.9% |
| 6M | -7.5% | +94.7% | -102.2% | -23.8% |
| YTD | -3.4% | +73.4% | -76.7% | -18.7% |
| 1Y | -5.0% | +104.7% | -109.7% | -23.8% |
| 3Y | +64.0% | +101.1% | -37.0% | +24.8% |
| 5Y | +56.8% | -10.8% | +67.5% | +46.2% |
| 10Y | +381.2% | +358.8% | +22.4% | +184.3% |
| All | +600.4% | +1,673.3% | -1,072.9% | +218.5% |
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