+1,065.7%
CI vs IWD
+726.5%
+339.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 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% | -6.2% |
| 6M | +0.3% | +16.2% | -15.9% | -13.7% |
| YTD | +3.8% | +23.3% | -19.5% | -15.8% |
| 1Y | -5.5% | +29.6% | -35.1% | -27.0% |
| 3Y | +8.1% | +70.5% | -62.3% | -37.6% |
| 5Y | +42.8% | +73.5% | -30.7% | -20.0% |
| 10Y | +143.9% | +198.3% | -54.4% | -20.1% |
| All | +1,065.7% | +726.5% | +339.2% | +41.6% |
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