+5,294.5%
CF vs IWD
+507.4%
+4,787.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +9.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.9% |
| 30D | +2.2% | +2.6% | -0.4% | -1.4% |
| 3M | +2.1% | +1.2% | +0.9% | -0.1% |
| 6M | -6.5% | +12.1% | -18.7% | -19.3% |
| YTD | +55.6% | +24.1% | +31.4% | +17.5% |
| 1Y | +42.3% | +28.5% | +13.8% | +3.1% |
| 3Y | +55.7% | +79.5% | -23.8% | -25.7% |
| 5Y | +122.4% | +70.3% | +52.1% | +11.2% |
| 10Y | +568.5% | +212.5% | +356.0% | +68.7% |
| All | +5,294.5% | +507.4% | +4,787.1% | +625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling