+189.0%
CDE vs IWF
+73.7%
+115.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.1% |
| 30D | +9.5% | -1.7% | +11.2% | +11.7% |
| 3M | +25.5% | +0.7% | +24.8% | +25.4% |
| 6M | -7.9% | +8.6% | -16.5% | -13.7% |
| YTD | +15.6% | +3.5% | +12.0% | +14.1% |
| 1Y | +34.0% | +7.0% | +27.0% | +28.7% |
| 3Y | +791.9% | +76.3% | +715.6% | +447.3% |
| All | +189.0% | +73.7% | +115.3% | +69.1% |
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