+67.3%
CSGP vs IWF
+391.9%
-324.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | 0.0% |
| 7D | -1.8% | -1.0% | -0.8% | -1.3% |
| 30D | +5.3% | -10.1% | +15.4% | +13.4% |
| 3M | +3.3% | -7.6% | +10.9% | +8.5% |
| 6M | -4.7% | -6.7% | +2.1% | -2.0% |
| YTD | -53.5% | -2.5% | -51.0% | -54.1% |
| 1Y | -53.7% | -2.1% | -51.7% | -54.6% |
| 3Y | -59.7% | +68.6% | -128.4% | -76.6% |
| 5Y | -62.5% | +55.8% | -118.3% | -76.5% |
| 10Y | +67.3% | +383.3% | -316.0% | -67.6% |
| All | +67.3% | +391.9% | -324.6% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling