-14.8%
CMG vs IWD
+85.5%
-100.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.6% |
| 7D | +4.1% | -0.6% | +4.7% | +4.6% |
| 30D | +20.5% | +3.6% | +16.9% | +16.7% |
| 3M | +14.5% | +2.7% | +11.8% | +11.8% |
| 6M | +14.8% | +13.2% | +1.6% | +1.7% |
| YTD | -1.0% | +26.8% | -27.7% | -21.4% |
| 1Y | +22.9% | +29.3% | -6.4% | -4.3% |
| All | -14.8% | +85.5% | -100.3% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling