+4,405.6%
CNC vs IWF
+1,171.8%
+3,233.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.4% |
| 7D | -1.0% | +1.5% | -2.5% | -2.0% |
| 30D | -1.8% | -1.3% | -0.5% | -1.0% |
| 3M | -0.7% | +0.1% | -0.8% | -1.4% |
| 6M | +47.9% | +10.3% | +37.7% | +36.7% |
| YTD | +56.9% | +4.2% | +52.8% | +50.5% |
| 1Y | +123.9% | +9.3% | +114.6% | +106.7% |
| 3Y | -1.3% | +79.3% | -80.6% | -40.9% |
| 5Y | +2.8% | +73.8% | -71.0% | -39.7% |
| 10Y | +90.9% | +410.9% | -320.0% | -56.5% |
| All | +4,405.6% | +1,171.8% | +3,233.8% | +340.0% |
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