+471.5%
CF vs IWD
+203.0%
+268.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +4.8% | +2.3% | +2.5% | +2.3% |
| 30D | +4.7% | +3.6% | +1.1% | +0.3% |
| 3M | +7.4% | +2.2% | +5.3% | +4.2% |
| 6M | +0.6% | +13.0% | -12.4% | -12.8% |
| YTD | +64.1% | +26.5% | +37.6% | +23.5% |
| 1Y | +51.4% | +30.1% | +21.3% | +10.3% |
| 3Y | +67.8% | +84.9% | -17.1% | -20.9% |
| 5Y | +114.1% | +73.4% | +40.8% | +7.4% |
| All | +471.5% | +203.0% | +268.4% | +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