+73.1%
CME vs IWD
+72.9%
+0.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.9% | +2.3% | +1.7% | +3.1% |
| 30D | +11.3% | +3.6% | +7.8% | +9.9% |
| 3M | +19.6% | +2.2% | +17.4% | +18.6% |
| 6M | +8.1% | +13.0% | -4.9% | +3.4% |
| YTD | +20.4% | +26.5% | -6.1% | +10.1% |
| 1Y | +16.5% | +30.1% | -13.6% | +5.4% |
| 3Y | +66.4% | +84.9% | -18.4% | +24.4% |
| All | +73.1% | +72.9% | +0.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling