+110.5%
CNC vs IWF
-1.6%
+112.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.4% | +12.2% | +12.6% |
| 7D | +13.4% | -4.2% | +17.5% | +13.4% |
| 30D | +18.2% | -8.1% | +26.4% | +18.5% |
| 3M | +18.6% | -5.1% | +23.7% | +18.7% |
| 6M | +41.9% | -1.4% | +43.3% | +42.3% |
| YTD | +84.7% | -0.1% | +84.8% | +80.3% |
| 1Y | +110.5% | -1.3% | +111.8% | +105.3% |
| All | +110.5% | -1.6% | +112.1% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling