+164.4%
CMI vs IWD
+72.1%
+92.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.5% |
| 7D | +0.8% | -2.3% | +3.2% | +3.8% |
| 30D | -12.8% | -1.8% | -11.0% | -10.9% |
| 3M | -12.4% | +8.0% | -20.5% | -20.9% |
| 6M | -0.9% | +17.0% | -17.9% | -18.4% |
| YTD | +8.9% | +21.3% | -12.4% | -13.8% |
| 1Y | +37.7% | +27.9% | +9.8% | +2.4% |
| 3Y | +148.9% | +70.1% | +78.8% | +35.6% |
| 5Y | +164.4% | +74.2% | +90.2% | +38.7% |
| All | +164.4% | +72.1% | +92.3% | +38.7% |
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