+173.3%
CFG vs IWD
+78.7%
+94.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.2% |
| 30D | +1.1% | +2.7% | -1.6% | -3.4% |
| 3M | -12.0% | +0.9% | -12.9% | -13.3% |
| 6M | -2.2% | +10.5% | -12.8% | -17.7% |
| YTD | +11.4% | +23.7% | -12.3% | -22.7% |
| 1Y | +27.8% | +28.7% | -0.9% | -17.3% |
| 3Y | +173.3% | +79.7% | +93.6% | -8.0% |
| All | +173.3% | +78.7% | +94.6% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling