+155.5%
CMI vs IWD
+70.9%
+84.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +1.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -12.5% | -0.8% | -11.7% | -11.7% |
| 3M | -16.2% | +8.0% | -24.2% | -25.5% |
| 6M | +4.9% | +18.2% | -13.3% | -17.6% |
| YTD | +11.1% | +22.3% | -11.2% | -16.1% |
| 1Y | +43.4% | +28.9% | +14.5% | +1.0% |
| All | +155.5% | +70.9% | +84.6% | +30.2% |
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