+6,781.2%
CME vs IWD
+857.3%
+5,923.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | +6.2% | +0.6% | +5.6% | +5.6% |
| 3M | +10.4% | +7.2% | +3.2% | +2.8% |
| 6M | -9.5% | +16.2% | -25.7% | -22.6% |
| YTD | +6.0% | +23.3% | -17.3% | -14.7% |
| 1Y | +9.3% | +29.6% | -20.3% | -16.5% |
| 3Y | +57.7% | +70.5% | -12.8% | -12.0% |
| 5Y | +77.7% | +73.5% | +4.2% | -4.9% |
| 10Y | +281.2% | +198.3% | +82.9% | +9.9% |
| All | +6,781.2% | +857.3% | +5,923.9% | +643.2% |
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