+44.1%
CSGP vs IWF
+411.3%
-367.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | +2.3% | -0.4% | +2.7% | +2.6% |
| 3M | -8.2% | -2.6% | -5.6% | -7.3% |
| 6M | -35.1% | +9.1% | -44.2% | -40.9% |
| YTD | -54.0% | +4.5% | -58.5% | -56.5% |
| 1Y | -65.3% | +10.1% | -75.4% | -68.8% |
| 3Y | -62.6% | +77.6% | -140.2% | -78.9% |
| 5Y | -64.8% | +73.7% | -138.5% | -79.7% |
| All | +44.1% | +411.3% | -367.2% | -73.7% |
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 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