+572.9%
CMS vs IWD
+726.5%
-153.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +0.4% | -0.3% | +0.6% | +0.6% |
| 30D | -3.6% | +0.6% | -4.2% | -4.0% |
| 3M | -1.9% | +7.2% | -9.1% | -6.9% |
| 6M | -11.0% | +16.2% | -27.2% | -20.3% |
| YTD | +0.2% | +23.3% | -23.1% | -14.1% |
| 1Y | -1.3% | +29.6% | -30.9% | -18.4% |
| 3Y | +35.9% | +70.5% | -34.5% | -8.7% |
| 5Y | +23.1% | +73.5% | -50.4% | -19.4% |
| 10Y | +117.9% | +198.3% | -80.4% | -8.7% |
| All | +572.9% | +726.5% | -153.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling