+12,407.1%
CMI vs IWD
+726.5%
+11,680.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.7% |
| 7D | -0.7% | -0.3% | -0.5% | -0.4% |
| 30D | -13.4% | +0.6% | -14.0% | -14.2% |
| 3M | -17.0% | +7.2% | -24.2% | -24.5% |
| 6M | -1.6% | +16.2% | -17.9% | -19.2% |
| YTD | +11.0% | +23.3% | -12.4% | -15.4% |
| 1Y | +41.9% | +29.6% | +12.3% | +1.3% |
| 3Y | +151.8% | +70.5% | +81.3% | +25.8% |
| 5Y | +163.6% | +73.5% | +90.1% | +28.0% |
| 10Y | +472.9% | +198.3% | +274.6% | +26.8% |
| All | +12,407.1% | +726.5% | +11,680.6% | +714.9% |
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 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