+132.3%
CMS vs IWD
+212.1%
-79.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.6% |
| 7D | -0.9% | +1.3% | -2.2% | -1.7% |
| 30D | +7.1% | +3.6% | +3.5% | +4.9% |
| 3M | -1.3% | +2.3% | -3.6% | -2.7% |
| 6M | -2.7% | +13.0% | -15.7% | -9.5% |
| YTD | +2.6% | +26.2% | -23.6% | -10.7% |
| 1Y | -2.0% | +30.5% | -32.5% | -16.4% |
| 3Y | +39.6% | +86.2% | -46.6% | -4.7% |
| 5Y | +35.3% | +72.9% | -37.5% | -4.2% |
| 10Y | +132.3% | +205.0% | -72.7% | +25.4% |
| All | +132.3% | +212.1% | -79.7% | +25.4% |
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