+26.7%
CFG vs IWD
+28.5%
-1.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +1.6% | +1.7% | -0.1% | -0.8% |
| 30D | +3.3% | +3.2% | +0.1% | -1.4% |
| 3M | -11.5% | +2.3% | -13.8% | -14.4% |
| 6M | +6.2% | +12.9% | -6.7% | -11.2% |
| YTD | +14.3% | +26.2% | -12.0% | -20.0% |
| 1Y | +26.7% | +28.3% | -1.5% | -13.5% |
| All | +26.7% | +28.5% | -1.8% | -13.5% |
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