+145.0%
CI vs IWD
+197.9%
-52.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.6% |
| 30D | +4.4% | +0.6% | +3.9% | +3.9% |
| 3M | +0.7% | +7.2% | -6.6% | -5.9% |
| 6M | +0.3% | +16.2% | -15.9% | -13.1% |
| YTD | +3.8% | +23.3% | -19.5% | -15.0% |
| 1Y | -5.5% | +29.6% | -35.1% | -26.1% |
| 3Y | +8.1% | +70.5% | -62.3% | -36.5% |
| 5Y | +42.8% | +73.5% | -30.7% | -18.5% |
| All | +145.0% | +197.9% | -52.9% | -17.8% |
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 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