+216.8%
CB vs IWF
+409.9%
-193.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | +1.5% | -2.1% | -1.2% |
| 30D | -3.9% | -1.3% | -2.6% | -3.4% |
| 3M | +4.9% | +0.1% | +4.8% | +4.3% |
| 6M | +3.3% | +10.3% | -7.0% | -2.1% |
| YTD | +8.5% | +4.2% | +4.4% | +5.4% |
| 1Y | +22.1% | +9.3% | +12.8% | +15.5% |
| 3Y | +70.1% | +79.3% | -9.2% | +20.4% |
| 5Y | +97.4% | +73.8% | +23.6% | +39.6% |
| 10Y | +216.8% | +410.9% | -194.1% | +10.9% |
| All | +216.8% | +409.9% | -193.1% | +10.9% |
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