-69.3%
CPNG vs IWF
+109.8%
-179.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.1% |
| 30D | -7.4% | -1.7% | -5.6% | -5.7% |
| 3M | -12.3% | +0.7% | -13.0% | -13.6% |
| 6M | -19.4% | +8.6% | -28.0% | -26.9% |
| YTD | -35.9% | +3.5% | -39.4% | -38.5% |
| 1Y | -53.4% | +7.0% | -60.4% | -57.0% |
| 3Y | -20.0% | +76.3% | -96.3% | -62.3% |
| 5Y | -49.6% | +74.8% | -124.3% | -77.3% |
| All | -69.3% | +109.8% | -179.1% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling