+11.8%
CRM vs IWF
+76.9%
-65.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -3.7% |
| 30D | +28.1% | -1.7% | +29.9% | +30.1% |
| 3M | +48.8% | +0.7% | +48.2% | +47.2% |
| 6M | +28.3% | +8.6% | +19.7% | +18.4% |
| YTD | -6.0% | +3.5% | -9.5% | -9.2% |
| 1Y | +1.4% | +7.0% | -5.6% | -5.2% |
| 3Y | +11.8% | +76.3% | -64.5% | -37.9% |
| All | +11.8% | +76.9% | -65.0% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling