+136.0%
CMS vs IWD
+205.2%
-69.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | -1.1% | -0.6% | -0.6% | -0.8% |
| 30D | +6.6% | +3.6% | +3.0% | +4.4% |
| 3M | +0.8% | +2.7% | -1.8% | -0.8% |
| 6M | -3.3% | +13.2% | -16.5% | -10.2% |
| YTD | +2.7% | +26.8% | -24.0% | -10.9% |
| 1Y | -4.0% | +29.3% | -33.3% | -17.7% |
| 3Y | +37.6% | +85.1% | -47.5% | -5.8% |
| 5Y | +35.4% | +74.2% | -38.8% | -4.6% |
| 10Y | +136.0% | +204.6% | -68.6% | +23.7% |
| All | +136.0% | +205.2% | -69.2% | +23.7% |
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