+122.4%
CF vs IWD
+70.2%
+52.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +2.2% | +2.6% | -0.4% | +0.3% |
| 3M | +2.1% | +1.2% | +0.9% | +0.9% |
| 6M | -6.5% | +12.1% | -18.7% | -13.6% |
| YTD | +55.6% | +24.1% | +31.4% | +32.8% |
| 1Y | +42.3% | +28.5% | +13.8% | +18.3% |
| 3Y | +55.7% | +79.5% | -23.8% | -2.6% |
| 5Y | +122.4% | +70.3% | +52.1% | +42.3% |
| All | +122.4% | +70.2% | +52.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling