+2,255.7%
CB vs IWF
+649.6%
+1,606.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.6% |
| 7D | +0.2% | -5.0% | +5.2% | +3.5% |
| 30D | +9.1% | -13.2% | +22.3% | +19.3% |
| 3M | +3.4% | -9.4% | +12.8% | +9.6% |
| 6M | +14.1% | -8.6% | +22.7% | +18.8% |
| YTD | +18.0% | -5.3% | +23.3% | +19.1% |
| 1Y | +30.1% | -5.0% | +35.1% | +30.6% |
| 3Y | +71.8% | +64.6% | +7.1% | +9.9% |
| 5Y | +101.8% | +50.8% | +51.1% | +32.6% |
| 10Y | +252.1% | +385.7% | -133.6% | -15.8% |
| All | +2,255.7% | +649.6% | +1,606.1% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling