-61.5%
CSGP vs IWF
+48.4%
-109.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | +2.7% |
| 7D | +13.9% | -8.9% | +22.8% | +20.8% |
| 30D | +16.0% | -14.6% | +30.6% | +28.1% |
| 3M | +6.1% | -10.8% | +16.9% | +13.4% |
| 6M | -8.2% | -8.2% | 0.0% | -5.3% |
| YTD | -52.3% | -6.5% | -45.9% | -51.5% |
| 1Y | -54.5% | -7.7% | -46.8% | -53.3% |
| 3Y | -58.6% | +63.5% | -122.1% | -75.3% |
| 5Y | -61.5% | +48.9% | -110.4% | -74.9% |
| All | -61.5% | +48.4% | -109.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling