+4,063.6%
CMG vs IWD
+489.3%
+3,574.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| 3M | +14.5% | +2.7% | +11.8% | +12.1% |
| 6M | +14.8% | +13.2% | +1.6% | +3.2% |
| YTD | -1.0% | +26.8% | -27.7% | -18.9% |
| 1Y | +22.9% | +29.3% | -6.4% | -0.8% |
| 3Y | -13.6% | +85.1% | -98.7% | -48.3% |
| 5Y | +0.9% | +74.2% | -73.3% | -36.0% |
| 10Y | +361.4% | +204.6% | +156.8% | +79.2% |
| All | +4,063.6% | +489.3% | +3,574.3% | +830.5% |
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