+65.2%
CSGP vs IWF
+378.8%
-313.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -5.9% | -5.7% |
| 7D | +1.3% | -5.0% | +6.2% | +5.1% |
| 30D | +10.7% | -13.2% | +23.9% | +22.5% |
| 3M | +3.3% | -9.4% | +12.7% | +10.2% |
| 6M | -10.3% | -8.6% | -1.8% | -6.4% |
| YTD | -54.6% | -5.3% | -49.3% | -54.1% |
| 1Y | -54.6% | -5.0% | -49.7% | -54.4% |
| 3Y | -60.3% | +64.6% | -125.0% | -76.5% |
| 5Y | -63.3% | +50.8% | -114.1% | -76.4% |
| All | +65.2% | +378.8% | -313.6% | -68.1% |
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