+4,100.0%
CMG vs IWD
+473.4%
+3,626.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | +7.1% | +0.6% | +6.5% | +6.6% |
| 3M | +31.2% | +7.2% | +23.9% | +23.5% |
| 6M | +0.7% | +16.2% | -15.5% | -11.4% |
| YTD | -0.1% | +23.3% | -23.4% | -16.3% |
| 1Y | -10.7% | +29.6% | -40.3% | -28.1% |
| 3Y | -4.7% | +70.5% | -75.1% | -39.0% |
| 5Y | -3.8% | +73.5% | -77.2% | -38.8% |
| 10Y | +352.5% | +198.3% | +154.2% | +78.7% |
| All | +4,100.0% | +473.4% | +3,626.6% | +860.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling