+4.1%
CI vs IWD
+79.4%
-75.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +0.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.5% |
| 30D | +9.9% | +2.6% | +7.2% | +8.4% |
| 3M | +12.1% | +1.2% | +10.8% | +11.4% |
| 6M | +10.6% | +12.1% | -1.5% | +3.8% |
| YTD | +11.4% | +24.1% | -12.8% | -1.3% |
| 1Y | +18.8% | +28.5% | -9.7% | +3.3% |
| All | +4.1% | +79.4% | -75.2% | -27.9% |
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 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