+129.1%
CAG vs IWD
+726.5%
-597.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +3.1% | +0.6% | +2.5% | +2.9% |
| 3M | +23.5% | +7.2% | +16.3% | +19.6% |
| 6M | -14.8% | +16.2% | -31.0% | -20.5% |
| YTD | -5.4% | +23.3% | -28.8% | -14.1% |
| 1Y | -11.8% | +29.6% | -41.4% | -21.6% |
| 3Y | -36.7% | +70.5% | -107.1% | -50.5% |
| 5Y | -40.3% | +73.5% | -113.7% | -54.0% |
| 10Y | -37.0% | +198.3% | -235.3% | -62.6% |
| All | +129.1% | +726.5% | -597.4% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling