+5.6%
CNC vs IWF
+73.7%
-68.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -1.0% | -1.7% | +0.8% | -0.6% |
| 3M | +4.5% | +0.7% | +3.9% | +4.3% |
| 6M | +85.2% | +8.6% | +76.7% | +81.6% |
| YTD | +61.4% | +3.5% | +57.9% | +59.7% |
| 1Y | +94.9% | +7.0% | +87.9% | +91.3% |
| 3Y | 0.0% | +76.3% | -76.3% | -17.0% |
| All | +5.6% | +73.7% | -68.1% | -12.7% |
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 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