+132.3%
CMS vs IWF
+391.9%
-259.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | +7.1% | -10.1% | +17.1% | +9.8% |
| 3M | -1.3% | -7.6% | +6.3% | +0.5% |
| 6M | -2.7% | -6.7% | +4.1% | -1.4% |
| YTD | +2.6% | -2.5% | +5.2% | +2.4% |
| 1Y | -2.0% | -2.1% | +0.1% | -2.4% |
| 3Y | +39.6% | +68.6% | -29.0% | +13.1% |
| 5Y | +35.3% | +55.8% | -20.5% | +11.1% |
| 10Y | +132.3% | +383.3% | -250.9% | +7.6% |
| All | +132.3% | +391.9% | -259.6% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling