+76.6%
CB vs IWF
+78.0%
-1.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +9.0% | -2.6% | +11.6% | +9.1% |
| 6M | +2.9% | +9.1% | -6.3% | +2.3% |
| YTD | +10.1% | +4.5% | +5.6% | +9.8% |
| 1Y | +22.8% | +10.1% | +12.7% | +21.8% |
| All | +76.6% | +78.0% | -1.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling