+150.3%
CI vs IWD
+203.8%
-53.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.6% | +1.6% | +1.0% | +1.1% |
| 30D | +7.3% | +3.6% | +3.7% | +3.9% |
| 3M | +9.5% | +2.0% | +7.4% | +7.5% |
| 6M | +6.4% | +13.1% | -6.6% | -5.3% |
| YTD | +12.0% | +26.2% | -14.2% | -10.3% |
| 1Y | +20.1% | +29.6% | -9.5% | -6.2% |
| 3Y | +9.6% | +84.3% | -74.7% | -40.4% |
| 5Y | +52.7% | +73.4% | -20.7% | -12.6% |
| 10Y | +150.3% | +202.4% | -52.2% | -14.4% |
| All | +150.3% | +203.8% | -53.5% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling