+122.1%
CAG vs IWD
+749.4%
-627.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +9.7% | +3.6% | +6.1% | +7.9% |
| 3M | +0.5% | +2.7% | -2.2% | -0.7% |
| 6M | +8.9% | +13.2% | -4.3% | +2.9% |
| YTD | -8.4% | +26.8% | -35.1% | -17.8% |
| 1Y | -8.3% | +29.3% | -37.6% | -18.4% |
| 3Y | -36.1% | +85.1% | -121.2% | -51.9% |
| 5Y | -40.1% | +74.2% | -114.3% | -54.0% |
| 10Y | -36.9% | +204.6% | -241.5% | -62.9% |
| All | +122.1% | +749.4% | -627.4% | -20.3% |
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