+205.0%
IWD vs CG
+320.1%
-115.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | 0.0% |
| 7D | +1.3% | +3.0% | -1.8% | +0.3% |
| 30D | +3.6% | +10.1% | -6.5% | +0.4% |
| 3M | +2.3% | -10.8% | +13.2% | +5.4% |
| 6M | +13.0% | -15.2% | +28.3% | +17.7% |
| YTD | +26.2% | -26.9% | +53.1% | +36.4% |
| 1Y | +30.5% | -17.0% | +47.5% | +35.3% |
| 3Y | +86.2% | +54.6% | +31.6% | +50.7% |
| 5Y | +72.9% | -16.7% | +89.6% | +65.2% |
| 10Y | +205.0% | +320.1% | -115.1% | +79.3% |
| All | +205.0% | +320.1% | -115.1% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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