+73.3%
CSGP vs IWD
+208.6%
-135.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +0.8% |
| 7D | +13.9% | -0.9% | +14.8% | +14.8% |
| 30D | +16.0% | +2.6% | +13.4% | +13.3% |
| 3M | +6.1% | +1.2% | +4.8% | +5.2% |
| 6M | -8.2% | +12.1% | -20.3% | -17.4% |
| YTD | -52.3% | +24.1% | -76.5% | -61.1% |
| 1Y | -54.5% | +28.5% | -83.0% | -64.0% |
| 3Y | -58.6% | +79.5% | -138.1% | -75.7% |
| 5Y | -61.5% | +70.3% | -131.8% | -76.1% |
| All | +73.3% | +208.6% | -135.3% | -35.6% |
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