+35.7%
CMS vs IWF
+50.6%
-14.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -0.5% | -5.0% | +4.5% | -0.2% |
| 30D | +7.2% | -13.2% | +20.4% | +8.2% |
| 3M | -1.3% | -9.4% | +8.2% | -0.6% |
| 6M | -4.3% | -8.6% | +4.2% | -3.9% |
| YTD | +2.1% | -5.3% | +7.4% | +2.1% |
| 1Y | -0.6% | -5.0% | +4.4% | -0.6% |
| 3Y | +38.0% | +64.6% | -26.6% | +23.1% |
| All | +35.7% | +50.6% | -14.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling