-1.8%
CEG vs IWF
+8.6%
-10.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | +8.8% | -1.4% | +10.2% | +10.3% |
| 3M | +17.0% | +0.4% | +16.5% | +16.0% |
| 6M | -8.7% | +8.5% | -17.2% | -15.8% |
| YTD | -16.4% | +3.7% | -20.1% | -16.6% |
| 1Y | -1.8% | +8.5% | -10.2% | -13.4% |
| All | -1.8% | +8.6% | -10.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling