+119.9%
CMI vs IWD
+74.1%
+45.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.4% |
| 7D | -1.8% | -0.6% | -1.3% | -1.0% |
| 30D | -12.2% | +3.6% | -15.8% | -16.2% |
| 3M | -26.5% | +2.7% | -29.2% | -29.1% |
| 6M | -33.6% | +13.2% | -46.8% | -43.4% |
| YTD | -8.3% | +26.8% | -35.1% | -31.3% |
| 1Y | -1.3% | +29.3% | -30.5% | -27.6% |
| 3Y | +124.8% | +85.1% | +39.6% | +11.4% |
| 5Y | +119.9% | +74.2% | +45.6% | +16.6% |
| All | +119.9% | +74.1% | +45.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling