+27.4%
CFG vs IWD
+29.9%
-2.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.7% | +1.6% | -0.9% | -1.6% |
| 30D | +2.8% | +3.6% | -0.8% | -2.3% |
| 3M | -10.1% | +2.0% | -12.1% | -12.7% |
| 6M | +3.2% | +13.1% | -9.9% | -13.8% |
| YTD | +14.2% | +26.2% | -12.0% | -19.8% |
| 1Y | +27.4% | +29.6% | -2.2% | -13.8% |
| All | +27.4% | +29.9% | -2.5% | -13.8% |
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 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