-15.9%
CDE vs IWF
+720.7%
-736.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | +15.7% | -1.4% | +17.1% | +17.2% |
| 3M | +30.5% | +0.4% | +30.1% | +30.9% |
| 6M | -7.4% | +8.5% | -15.8% | -12.1% |
| YTD | +17.9% | +3.7% | +14.2% | +16.9% |
| 1Y | +46.7% | +8.5% | +38.2% | +40.5% |
| 3Y | +851.3% | +78.5% | +772.8% | +503.1% |
| 5Y | +202.9% | +73.6% | +129.3% | +94.5% |
| 10Y | +58.2% | +421.3% | -363.1% | -58.1% |
| All | -15.9% | +720.7% | -736.6% | -85.4% |
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 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