+12,273.5%
CMI vs IWF
+720.7%
+11,552.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | +0.7% | +0.5% | +0.2% | +0.1% |
| 30D | -12.3% | -1.4% | -10.9% | -11.0% |
| 3M | -16.8% | +0.4% | -17.2% | -17.3% |
| 6M | +1.5% | +8.5% | -6.9% | -7.1% |
| YTD | +9.8% | +3.7% | +6.1% | +5.7% |
| 1Y | +42.6% | +8.5% | +34.1% | +30.4% |
| 3Y | +151.0% | +78.5% | +72.5% | +29.9% |
| 5Y | +167.0% | +73.6% | +93.4% | +34.3% |
| 10Y | +512.2% | +421.3% | +90.9% | -28.4% |
| All | +12,273.5% | +720.7% | +11,552.8% | +506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling