+55.6%
CSGP vs IWF
+389.3%
-333.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -6.1% | +5.3% | -11.4% | -9.9% |
| 30D | +0.3% | -8.6% | +8.9% | +6.7% |
| 3M | -1.3% | -6.5% | +5.2% | +2.7% |
| 6M | -8.9% | -5.6% | -3.3% | -7.2% |
| YTD | -55.2% | -1.5% | -53.7% | -56.1% |
| 1Y | -56.4% | -2.8% | -53.6% | -56.8% |
| 3Y | -62.2% | +67.1% | -129.4% | -77.8% |
| 5Y | -63.7% | +57.6% | -121.3% | -77.5% |
| All | +55.6% | +389.3% | -333.7% | -72.0% |
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