+94.1%
CRH vs IWF
+73.7%
+20.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | -6.1% | -0.9% | -5.1% | -5.3% |
| 30D | -9.3% | -1.7% | -7.5% | -8.0% |
| 3M | -15.2% | +0.7% | -15.9% | -16.1% |
| 6M | -14.2% | +8.6% | -22.8% | -20.5% |
| YTD | -28.3% | +3.5% | -31.8% | -30.7% |
| 1Y | -21.8% | +7.0% | -28.8% | -26.7% |
| 3Y | +71.6% | +76.3% | -4.7% | +5.5% |
| All | +94.1% | +73.7% | +20.5% | +14.1% |
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 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