+75.1%
CME vs IWF
+59.3%
+15.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.0% |
| 7D | +2.5% | -1.1% | +3.6% | +2.5% |
| 30D | +13.9% | -8.3% | +22.2% | +14.9% |
| 3M | +22.4% | -5.6% | +27.9% | +22.9% |
| 6M | +12.9% | -5.4% | +18.3% | +13.3% |
| YTD | +19.6% | -1.2% | +20.8% | +19.2% |
| 1Y | +17.7% | -2.7% | +20.3% | +17.5% |
| 3Y | +65.3% | +67.8% | -2.4% | +40.7% |
| 5Y | +75.1% | +60.1% | +15.0% | +50.1% |
| All | +75.1% | +59.3% | +15.9% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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