+1,157.7%
CI vs IWF
+664.8%
+492.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +2.6% | -2.9% | +5.5% | +4.4% |
| 30D | +7.3% | -10.9% | +18.2% | +15.5% |
| 3M | +9.5% | -8.1% | +17.6% | +15.1% |
| 6M | +6.4% | -7.5% | +14.0% | +10.3% |
| YTD | +12.0% | -3.4% | +15.4% | +11.9% |
| 1Y | +20.1% | -5.0% | +25.1% | +21.2% |
| 3Y | +9.6% | +64.0% | -54.5% | -30.4% |
| 5Y | +52.7% | +56.8% | -4.1% | -3.8% |
| 10Y | +150.3% | +381.2% | -230.9% | -38.8% |
| All | +1,157.7% | +664.8% | +492.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling