-10.7%
CMG vs IWD
+30.5%
-41.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | +7.1% | +0.6% | +6.5% | +6.4% |
| 3M | +31.2% | +7.2% | +23.9% | +20.7% |
| 6M | +0.7% | +16.2% | -15.5% | -18.0% |
| YTD | -0.1% | +23.3% | -23.4% | -26.0% |
| 1Y | -10.7% | +29.6% | -40.3% | -39.3% |
| All | -10.7% | +30.5% | -41.2% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling