+579.5%
CEG vs IWD
+72.3%
+507.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.1% |
| 7D | +11.8% | -0.6% | +12.4% | +12.7% |
| 30D | -6.5% | +3.6% | -10.1% | -10.5% |
| 3M | -1.2% | +2.7% | -3.8% | -4.3% |
| 6M | -8.0% | +13.2% | -21.2% | -20.7% |
| YTD | -21.9% | +26.8% | -48.6% | -41.0% |
| 1Y | -21.4% | +29.3% | -50.7% | -42.0% |
| 3Y | +130.0% | +85.1% | +44.9% | +15.4% |
| All | +579.5% | +72.3% | +507.2% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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