+17.1%
CME vs IWD
+28.1%
-11.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +13.2% | +2.7% | +10.5% | +13.4% |
| 3M | +16.3% | +0.9% | +15.4% | +16.3% |
| 6M | +7.1% | +10.5% | -3.4% | +8.5% |
| YTD | +15.8% | +23.7% | -7.9% | +17.5% |
| 1Y | +17.1% | +28.7% | -11.7% | +18.1% |
| All | +17.1% | +28.1% | -11.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling