-7.4%
CDE vs IWF
+10.9%
-18.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.6% |
| 7D | -2.0% | +0.5% | -2.5% | -3.1% |
| 30D | +15.7% | -1.4% | +17.1% | +19.0% |
| 3M | +30.5% | +0.4% | +30.1% | +30.0% |
| 6M | -7.4% | +8.5% | -15.8% | -18.6% |
| All | -7.4% | +10.9% | -18.3% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling