+42.5%
CI vs IWD
+73.6%
-31.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.5% |
| 30D | +4.4% | +0.6% | +3.9% | +4.1% |
| 3M | +0.7% | +7.2% | -6.6% | -4.0% |
| 6M | +0.3% | +16.2% | -15.9% | -9.4% |
| YTD | +3.8% | +23.3% | -19.5% | -10.0% |
| 1Y | -5.5% | +29.6% | -35.1% | -20.7% |
| 3Y | +8.1% | +70.5% | -62.3% | -26.1% |
| All | +42.5% | +73.6% | -31.1% | -4.0% |
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