-37.2%
CAG vs IWD
+201.1%
-238.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -5.9% | -2.3% | -3.6% | -4.9% |
| 30D | -1.5% | -1.8% | +0.2% | -0.7% |
| 3M | +11.5% | +8.0% | +3.4% | +7.6% |
| 6M | -15.7% | +17.0% | -32.7% | -21.6% |
| YTD | -10.2% | +21.3% | -31.5% | -18.0% |
| 1Y | -18.1% | +27.9% | -46.0% | -27.0% |
| 3Y | -39.4% | +70.1% | -109.5% | -53.0% |
| 5Y | -42.6% | +74.2% | -116.8% | -56.2% |
| All | -37.2% | +201.1% | -238.4% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling