+150.3%
CI vs IWF
+377.5%
-227.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | +2.6% | -2.9% | +5.5% | +4.0% |
| 30D | +7.3% | -10.9% | +18.2% | +13.2% |
| 3M | +9.5% | -8.1% | +17.6% | +13.5% |
| 6M | +6.4% | -7.5% | +14.0% | +9.3% |
| YTD | +12.0% | -3.4% | +15.4% | +12.0% |
| 1Y | +20.1% | -5.0% | +25.1% | +21.0% |
| 3Y | +9.6% | +64.0% | -54.5% | -24.5% |
| 5Y | +52.7% | +56.8% | -4.1% | +6.9% |
| 10Y | +150.3% | +381.2% | -230.9% | -39.2% |
| All | +150.3% | +377.5% | -227.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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