+67.1%
CFG vs IWD
+72.9%
-5.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | -0.3% |
| 7D | +0.3% | +1.3% | -1.0% | -1.8% |
| 30D | +3.2% | +3.6% | -0.4% | -2.5% |
| 3M | -9.7% | +2.3% | -12.0% | -13.0% |
| 6M | +3.6% | +13.0% | -9.4% | -15.1% |
| YTD | +14.7% | +26.2% | -11.5% | -21.3% |
| 1Y | +29.6% | +30.5% | -0.9% | -15.8% |
| 3Y | +190.6% | +86.2% | +104.4% | +10.3% |
| 5Y | +67.1% | +72.9% | -5.8% | -25.9% |
| All | +67.1% | +72.9% | -5.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling