+44.1%
CSGP vs IWD
+197.9%
-153.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -1.8% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | +2.3% | +0.6% | +1.7% | +1.9% |
| 3M | -8.2% | +7.2% | -15.4% | -13.9% |
| 6M | -35.1% | +16.2% | -51.3% | -43.7% |
| YTD | -54.0% | +23.3% | -77.4% | -62.4% |
| 1Y | -65.3% | +29.6% | -94.9% | -72.9% |
| 3Y | -62.6% | +70.5% | -133.0% | -77.1% |
| 5Y | -64.8% | +73.5% | -138.3% | -78.6% |
| All | +44.1% | +197.9% | -153.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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