+33.7%
CFG vs IWD
+33.0%
+0.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -1.4% |
| 7D | +1.8% | +2.5% | -0.8% | -1.9% |
| 30D | +3.3% | +6.0% | -2.7% | -5.1% |
| 3M | -9.8% | +3.8% | -13.6% | -14.6% |
| 6M | +5.2% | +16.3% | -11.2% | -16.1% |
| YTD | +16.1% | +27.5% | -11.4% | -19.8% |
| 1Y | +33.7% | +32.8% | +0.9% | -13.4% |
| All | +33.7% | +33.0% | +0.6% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling