+138.1%
CMS vs IWD
+203.8%
-65.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.5% | +1.6% | -1.1% | -0.4% |
| 30D | +7.4% | +3.6% | +3.8% | +5.2% |
| 3M | +1.9% | +2.0% | -0.2% | +0.6% |
| 6M | -2.3% | +13.1% | -15.4% | -9.2% |
| YTD | +3.0% | +26.2% | -23.2% | -10.4% |
| 1Y | -2.8% | +29.6% | -32.4% | -16.8% |
| 3Y | +37.9% | +84.3% | -46.4% | -5.3% |
| 5Y | +34.0% | +73.4% | -39.5% | -5.4% |
| 10Y | +138.1% | +202.4% | -64.3% | +24.8% |
| All | +138.1% | +203.8% | -65.7% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling