+73.0%
CF vs IWD
+70.7%
+2.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +14.8% | +0.6% | +14.3% | +14.6% |
| 3M | +14.1% | +7.2% | +6.8% | +11.1% |
| 6M | +28.5% | +16.2% | +12.3% | +21.0% |
| YTD | +74.9% | +23.3% | +51.6% | +58.2% |
| 1Y | +61.7% | +29.6% | +32.1% | +41.4% |
| All | +73.0% | +70.7% | +2.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling