+5,967.0%
CF vs IWD
+503.4%
+5,463.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.3% |
| 30D | +14.8% | +0.6% | +14.3% | +13.9% |
| 3M | +14.1% | +7.2% | +6.8% | +4.7% |
| 6M | +28.5% | +16.2% | +12.3% | +5.7% |
| YTD | +74.9% | +23.3% | +51.6% | +34.1% |
| 1Y | +61.7% | +29.6% | +32.1% | +16.7% |
| 3Y | +80.3% | +70.5% | +9.9% | -7.9% |
| 5Y | +226.0% | +73.5% | +152.5% | +60.5% |
| 10Y | +569.9% | +198.3% | +371.5% | +80.0% |
| All | +5,967.0% | +503.4% | +5,463.5% | +728.1% |
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