+10,232.6%
CMI vs IWD
+749.4%
+9,483.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.5% |
| 3M | -26.5% | +2.7% | -29.2% | -29.3% |
| 6M | -33.6% | +13.2% | -46.8% | -43.9% |
| YTD | -8.3% | +26.8% | -35.1% | -32.8% |
| 1Y | -1.3% | +29.3% | -30.5% | -29.4% |
| 3Y | +124.8% | +85.1% | +39.6% | +0.4% |
| 5Y | +119.9% | +74.2% | +45.6% | +5.9% |
| 10Y | +335.9% | +204.6% | +131.3% | -6.4% |
| All | +10,232.6% | +749.4% | +9,483.2% | +547.7% |
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 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