+247.9%
CB vs IWF
+389.3%
-141.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | 0.0% | +5.3% | -5.2% | -2.1% |
| 30D | +7.4% | -8.6% | +16.0% | +11.0% |
| 3M | +8.6% | -6.5% | +15.1% | +11.1% |
| 6M | +16.1% | -5.6% | +21.8% | +17.6% |
| YTD | +20.2% | -1.5% | +21.7% | +18.9% |
| 1Y | +27.2% | -2.8% | +30.0% | +26.5% |
| 3Y | +72.7% | +67.1% | +5.5% | +25.7% |
| 5Y | +105.9% | +57.6% | +48.3% | +52.9% |
| All | +247.9% | +389.3% | -141.3% | +29.2% |
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