+61.7%
CF vs IWD
+30.5%
+31.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.7% |
| 7D | +6.0% | -0.3% | +6.3% | +5.8% |
| 30D | +14.8% | +0.6% | +14.3% | +15.4% |
| 3M | +14.1% | +7.2% | +6.8% | +19.7% |
| 6M | +28.5% | +16.2% | +12.3% | +48.4% |
| YTD | +74.9% | +23.3% | +51.6% | +93.0% |
| 1Y | +61.7% | +29.6% | +32.1% | +74.7% |
| All | +61.7% | +30.5% | +31.2% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling