+7,418.1%
CME vs IWD
+860.1%
+6,558.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +0.9% | -0.5% | +1.4% | +1.3% |
| 30D | +13.2% | +2.7% | +10.5% | +10.2% |
| 3M | +16.3% | +0.9% | +15.4% | +15.1% |
| 6M | +7.1% | +10.5% | -3.4% | -3.5% |
| YTD | +15.8% | +23.7% | -7.9% | -7.2% |
| 1Y | +17.1% | +28.7% | -11.7% | -9.9% |
| 3Y | +63.2% | +79.7% | -16.6% | -13.7% |
| 5Y | +70.2% | +69.7% | +0.5% | -6.7% |
| 10Y | +337.0% | +211.4% | +125.6% | +20.1% |
| All | +7,418.1% | +860.1% | +6,558.0% | +708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling