+165.0%
CMI vs IWF
+73.7%
+91.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | -12.4% | -1.7% | -10.7% | -11.3% |
| 3M | -14.8% | +0.7% | -15.4% | -15.2% |
| 6M | +0.8% | +8.6% | -7.8% | -4.5% |
| YTD | +10.2% | +3.5% | +6.7% | +7.8% |
| 1Y | +37.4% | +7.0% | +30.4% | +31.6% |
| 3Y | +153.3% | +76.3% | +76.9% | +79.7% |
| All | +165.0% | +73.7% | +91.3% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling