+568.0%
CF vs IWD
+207.5%
+360.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +4.3% | +2.7% | +1.7% | +0.9% |
| 3M | +2.8% | +0.9% | +1.9% | +1.1% |
| 6M | +0.6% | +10.5% | -9.9% | -10.9% |
| YTD | +56.6% | +23.7% | +32.9% | +20.6% |
| 1Y | +49.6% | +28.7% | +20.9% | +10.0% |
| 3Y | +61.5% | +79.7% | -18.2% | -21.8% |
| 5Y | +124.0% | +69.7% | +54.3% | +14.5% |
| All | +568.0% | +207.5% | +360.5% | +23.9% |
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