-8.7%
CMG vs IWD
+28.3%
-37.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.9% |
| 7D | -6.5% | -1.2% | -5.3% | -5.3% |
| 30D | +12.1% | -1.6% | +13.7% | +14.0% |
| 3M | +20.6% | +7.0% | +13.6% | +11.2% |
| 6M | +2.1% | +17.0% | -14.9% | -18.1% |
| YTD | -2.6% | +21.6% | -24.2% | -26.7% |
| 1Y | -8.7% | +28.0% | -36.7% | -37.3% |
| All | -8.7% | +28.3% | -37.0% | -37.3% |
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