+5,760.6%
CRM vs IWF
+1,205.7%
+4,554.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.0% |
| 7D | -4.4% | -0.9% | -3.5% | -3.3% |
| 30D | +28.1% | -1.7% | +29.9% | +31.3% |
| 3M | +48.8% | +0.7% | +48.2% | +45.6% |
| 6M | +28.3% | +8.6% | +19.7% | +13.1% |
| YTD | -6.0% | +3.5% | -9.5% | -11.9% |
| 1Y | +1.4% | +7.0% | -5.6% | -9.3% |
| 3Y | +11.8% | +76.3% | -64.5% | -49.3% |
| 5Y | -2.0% | +74.8% | -76.8% | -54.5% |
| 10Y | +239.6% | +420.5% | -180.8% | -65.6% |
| All | +5,760.6% | +1,205.7% | +4,554.9% | +110.2% |
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