+246.7%
CB vs IWF
+377.5%
-130.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.9% |
| 7D | +0.7% | -2.9% | +3.6% | +1.8% |
| 30D | +8.2% | -10.9% | +19.0% | +13.0% |
| 3M | +6.3% | -8.1% | +14.4% | +9.5% |
| 6M | +16.2% | -7.5% | +23.7% | +18.6% |
| YTD | +19.3% | -3.4% | +22.7% | +19.0% |
| 1Y | +29.2% | -5.0% | +34.2% | +29.7% |
| 3Y | +71.4% | +64.0% | +7.4% | +25.8% |
| 5Y | +104.2% | +56.8% | +47.5% | +51.4% |
| 10Y | +246.7% | +381.2% | -134.5% | +29.9% |
| All | +246.7% | +377.5% | -130.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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