+103.2%
CB vs IWF
+50.6%
+52.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.0% |
| 7D | +0.2% | -5.0% | +5.2% | +1.0% |
| 30D | +9.1% | -13.2% | +22.3% | +11.5% |
| 3M | +3.4% | -9.4% | +12.8% | +4.9% |
| 6M | +14.1% | -8.6% | +22.7% | +15.2% |
| YTD | +18.0% | -5.3% | +23.3% | +18.1% |
| 1Y | +30.1% | -5.0% | +35.1% | +30.0% |
| 3Y | +71.8% | +64.6% | +7.1% | +42.0% |
| All | +103.2% | +50.6% | +52.6% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling