+320.3%
CFG vs IWD
+231.0%
+89.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | +1.0% |
| 7D | -2.2% | -0.9% | -1.2% | -0.7% |
| 30D | +0.4% | +2.6% | -2.2% | -3.7% |
| 3M | -12.6% | +1.2% | -13.8% | -14.3% |
| 6M | +0.6% | +12.1% | -11.5% | -16.3% |
| YTD | +12.4% | +24.1% | -11.7% | -20.4% |
| 1Y | +27.7% | +28.5% | -0.8% | -14.4% |
| 3Y | +172.4% | +79.5% | +92.9% | +10.1% |
| 5Y | +64.0% | +70.3% | -6.4% | -26.0% |
| 10Y | +252.8% | +212.5% | +40.3% | -23.7% |
| All | +320.3% | +231.0% | +89.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling