+323.8%
CFG vs IWD
+197.9%
+125.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +1.1% |
| 7D | +1.5% | -0.3% | +1.8% | +2.0% |
| 30D | -3.8% | +0.6% | -4.4% | -4.8% |
| 3M | +11.5% | +7.2% | +4.3% | -0.9% |
| 6M | +19.2% | +16.2% | +3.0% | -7.4% |
| YTD | +23.7% | +23.3% | +0.4% | -12.8% |
| 1Y | +38.8% | +29.6% | +9.3% | -9.7% |
| 3Y | +178.9% | +70.5% | +108.4% | +18.3% |
| 5Y | +101.8% | +73.5% | +28.3% | -15.0% |
| All | +323.8% | +197.9% | +125.9% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling