+115.8%
CMS vs IWF
+409.9%
-294.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | -3.2% | -1.3% | -1.9% | -2.8% |
| 3M | -2.2% | +0.1% | -2.3% | -2.5% |
| 6M | -9.4% | +10.3% | -19.7% | -12.3% |
| YTD | +0.7% | +4.2% | -3.5% | -1.0% |
| 1Y | +0.4% | +9.3% | -9.0% | -2.9% |
| 3Y | +35.2% | +79.3% | -44.2% | +7.8% |
| 5Y | +24.1% | +73.8% | -49.6% | -1.8% |
| 10Y | +115.8% | +410.9% | -295.1% | -3.9% |
| All | +115.8% | +409.9% | -294.1% | -3.9% |
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