+1,150.9%
CI vs IWD
+731.9%
+418.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +1.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.9% |
| 30D | +9.9% | +2.6% | +7.2% | +7.1% |
| 3M | +12.1% | +1.2% | +10.8% | +10.8% |
| 6M | +10.6% | +12.1% | -1.5% | -1.4% |
| YTD | +11.4% | +24.1% | -12.8% | -10.2% |
| 1Y | +18.8% | +28.5% | -9.7% | -7.5% |
| 3Y | +2.9% | +79.5% | -76.6% | -43.5% |
| 5Y | +54.5% | +70.3% | -15.8% | -11.9% |
| 10Y | +175.7% | +212.5% | -36.8% | -13.6% |
| All | +1,150.9% | +731.9% | +418.9% | +51.0% |
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 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