+180.6%
CEG vs IWF
+79.6%
+101.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | +6.7% | +1.5% | +5.2% | +4.7% |
| 30D | +11.0% | -1.3% | +12.2% | +12.6% |
| 3M | +19.5% | +0.1% | +19.4% | +18.4% |
| 6M | -5.9% | +10.3% | -16.1% | -18.3% |
| YTD | -15.0% | +4.2% | -19.1% | -20.0% |
| 1Y | +0.6% | +9.3% | -8.7% | -10.7% |
| 3Y | +180.6% | +79.3% | +101.3% | +53.6% |
| All | +180.6% | +79.6% | +101.0% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling