+127.5%
CAG vs IWD
+745.7%
-618.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.6% | +1.6% | +5.1% | +5.9% |
| 30D | +13.9% | +3.6% | +10.3% | +12.1% |
| 3M | +4.0% | +2.0% | +2.0% | +3.1% |
| 6M | +10.0% | +13.1% | -3.1% | +4.0% |
| YTD | -6.1% | +26.2% | -32.3% | -15.6% |
| 1Y | -4.3% | +29.6% | -33.9% | -15.0% |
| 3Y | -34.6% | +84.3% | -118.9% | -50.6% |
| 5Y | -39.4% | +73.4% | -112.9% | -53.3% |
| 10Y | -34.2% | +202.5% | -236.6% | -61.2% |
| All | +127.5% | +745.7% | -618.2% | -18.2% |
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