+11.7%
CMI vs IWF
-1.6%
+13.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.1% |
| 7D | -11.2% | -4.2% | -7.1% | -7.5% |
| 30D | -9.8% | -8.1% | -1.7% | -2.1% |
| 3M | -25.5% | -5.1% | -20.5% | -21.8% |
| 6M | -27.7% | -1.4% | -26.2% | -27.2% |
| YTD | -6.6% | -0.1% | -6.5% | -9.4% |
| 1Y | +11.7% | -1.3% | +12.9% | +9.4% |
| All | +11.7% | -1.6% | +13.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling