+65.3%
CME vs IWD
+85.5%
-20.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.2% |
| 7D | +2.5% | -0.6% | +3.0% | +2.5% |
| 30D | +13.9% | +3.6% | +10.3% | +13.7% |
| 3M | +22.4% | +2.7% | +19.7% | +22.2% |
| 6M | +12.9% | +13.2% | -0.3% | +12.2% |
| YTD | +19.6% | +26.8% | -7.1% | +17.8% |
| 1Y | +17.7% | +29.3% | -11.6% | +15.7% |
| All | +65.3% | +85.5% | -20.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling