-53.3%
CSGP vs IWF
-1.6%
-51.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.1% |
| 7D | +18.3% | -4.2% | +22.5% | +17.7% |
| 30D | +17.8% | -8.1% | +25.9% | +17.4% |
| 3M | +9.3% | -5.1% | +14.3% | +8.7% |
| 6M | -7.9% | -1.4% | -6.5% | -10.2% |
| YTD | -51.5% | -0.1% | -51.5% | -52.2% |
| 1Y | -53.3% | -1.3% | -52.1% | -53.7% |
| All | -53.3% | -1.6% | -51.7% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling