+562.3%
CEG vs IWF
+65.6%
+496.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.2% |
| 7D | +1.7% | -2.9% | +4.6% | +4.5% |
| 30D | -10.2% | -10.9% | +0.7% | +0.2% |
| 3M | -0.8% | -8.1% | +7.3% | +7.6% |
| 6M | -11.5% | -7.5% | -4.0% | -4.9% |
| YTD | -23.9% | -3.4% | -20.5% | -21.6% |
| 1Y | -25.4% | -5.0% | -20.4% | -21.6% |
| 3Y | +124.2% | +64.0% | +60.1% | +57.8% |
| All | +562.3% | +65.6% | +496.6% | +331.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling