-3.6%
CMI vs IWD
+28.5%
-32.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.0% |
| 7D | +1.5% | +1.7% | -0.2% | -1.2% |
| 30D | -14.0% | +3.2% | -17.2% | -18.9% |
| 3M | -28.3% | +2.3% | -30.6% | -31.4% |
| 6M | -34.9% | +12.9% | -47.9% | -50.0% |
| YTD | -9.9% | +26.2% | -36.1% | -44.2% |
| 1Y | -3.6% | +28.3% | -31.9% | -41.9% |
| All | -3.6% | +28.5% | -32.1% | -41.9% |
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