+585.5%
CMS vs IWF
+649.6%
-64.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.9% |
| 7D | -0.5% | -5.0% | +4.5% | +1.8% |
| 30D | +7.2% | -13.2% | +20.4% | +14.2% |
| 3M | -1.3% | -9.4% | +8.2% | +3.0% |
| 6M | -4.3% | -8.6% | +4.2% | -1.3% |
| YTD | +2.1% | -5.3% | +7.4% | +3.1% |
| 1Y | -0.6% | -5.0% | +4.4% | +0.1% |
| 3Y | +38.0% | +64.6% | -26.6% | +0.9% |
| 5Y | +33.6% | +50.8% | -17.2% | -0.7% |
| 10Y | +128.6% | +385.7% | -257.1% | -19.5% |
| All | +585.5% | +649.6% | -64.1% | +9.1% |
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