+577.4%
CF vs IWD
+197.9%
+379.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.3% |
| 30D | +14.8% | +0.6% | +14.3% | +14.0% |
| 3M | +14.1% | +7.2% | +6.8% | +5.3% |
| 6M | +28.5% | +16.2% | +12.3% | +7.0% |
| YTD | +74.9% | +23.3% | +51.6% | +36.0% |
| 1Y | +61.7% | +29.6% | +32.1% | +18.6% |
| 3Y | +80.3% | +70.5% | +9.9% | -6.4% |
| 5Y | +226.0% | +73.5% | +152.5% | +62.8% |
| All | +577.4% | +197.9% | +379.5% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling