+7,654.3%
CME vs IWF
+1,494.0%
+6,160.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.7% | +5.3% | -2.6% | -1.4% |
| 30D | +13.5% | -8.6% | +22.1% | +20.7% |
| 3M | +20.9% | -6.5% | +27.4% | +26.0% |
| 6M | +11.5% | -5.6% | +17.1% | +14.0% |
| YTD | +19.5% | -1.5% | +21.0% | +16.9% |
| 1Y | +17.2% | -2.8% | +20.1% | +15.7% |
| 3Y | +65.1% | +67.1% | -2.0% | -5.5% |
| 5Y | +73.1% | +57.6% | +15.5% | -0.8% |
| 10Y | +305.3% | +390.4% | -85.1% | -37.9% |
| All | +7,654.3% | +1,494.0% | +6,160.3% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling