+572.9%
CMS vs IWF
+727.1%
-154.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.5% | -0.2% | +0.1% |
| 30D | -3.6% | -0.4% | -3.2% | -3.5% |
| 3M | -1.9% | -2.6% | +0.7% | -1.2% |
| 6M | -11.0% | +9.1% | -20.1% | -15.5% |
| YTD | +0.2% | +4.5% | -4.3% | -3.0% |
| 1Y | -1.3% | +10.1% | -11.4% | -7.2% |
| 3Y | +35.9% | +77.6% | -41.7% | -3.8% |
| 5Y | +23.1% | +73.7% | -50.6% | -14.6% |
| 10Y | +117.9% | +411.5% | -293.6% | -24.2% |
| All | +572.9% | +727.1% | -154.2% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling