+9,985.5%
CMI vs IWD
+747.8%
+9,237.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | +0.5% | +2.3% | -1.8% | -2.5% |
| 30D | -14.0% | +3.6% | -17.6% | -18.2% |
| 3M | -28.1% | +2.2% | -30.3% | -30.4% |
| 6M | -35.8% | +13.0% | -48.8% | -45.7% |
| YTD | -10.5% | +26.5% | -37.0% | -34.2% |
| 1Y | -1.9% | +30.1% | -32.0% | -30.5% |
| 3Y | +121.0% | +84.9% | +36.1% | -1.1% |
| 5Y | +114.6% | +73.4% | +41.2% | +4.0% |
| 10Y | +325.5% | +204.0% | +121.4% | -8.4% |
| All | +9,985.5% | +747.8% | +9,237.7% | +533.9% |
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