+299.5%
CME vs IWD
+212.1%
+87.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.9% |
| 7D | -0.6% | +1.3% | -1.8% | -1.5% |
| 30D | +8.5% | +3.6% | +5.0% | +5.8% |
| 3M | +16.0% | +2.3% | +13.7% | +14.0% |
| 6M | +9.3% | +13.0% | -3.7% | -0.2% |
| YTD | +15.3% | +26.2% | -10.9% | -3.2% |
| 1Y | +14.4% | +30.5% | -16.1% | -6.4% |
| 3Y | +59.9% | +86.2% | -26.3% | -3.8% |
| 5Y | +69.4% | +72.9% | -3.4% | +7.2% |
| 10Y | +299.5% | +205.0% | +94.5% | +26.1% |
| All | +299.5% | +212.1% | +87.4% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling