-58.4%
CSGP vs IWF
+63.2%
-121.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | +0.7% |
| 7D | +13.9% | -8.9% | +22.8% | +17.6% |
| 30D | +16.0% | -14.6% | +30.6% | +22.7% |
| 3M | +6.1% | -10.8% | +16.9% | +10.0% |
| 6M | -8.2% | -8.2% | 0.0% | -6.9% |
| YTD | -52.3% | -6.5% | -45.9% | -52.1% |
| 1Y | -54.5% | -7.7% | -46.8% | -54.0% |
| All | -58.4% | +63.2% | -121.6% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling