+607.3%
CEG vs IWF
+76.1%
+531.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.8% |
| 7D | +0.3% | -1.7% | +2.0% | +2.0% |
| 30D | +2.9% | -1.8% | +4.7% | +4.7% |
| 3M | +18.2% | +1.5% | +16.8% | +16.0% |
| 6M | -9.5% | +7.7% | -17.2% | -16.4% |
| YTD | -18.7% | +2.7% | -21.4% | -21.2% |
| 1Y | -10.1% | +6.8% | -16.9% | -15.5% |
| 3Y | +168.3% | +76.9% | +91.5% | +76.2% |
| All | +607.3% | +76.1% | +531.2% | +334.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling