+194.7%
IWD vs CG
+345.5%
-150.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -0.8% | -3.2% | +2.4% | 0.0% |
| 3M | +8.0% | +6.2% | +1.8% | +5.5% |
| 6M | +18.2% | -4.7% | +22.9% | +18.8% |
| YTD | +22.3% | -20.6% | +43.0% | +29.3% |
| 1Y | +28.9% | -26.4% | +55.2% | +38.8% |
| 3Y | +71.5% | +55.4% | +16.2% | +39.1% |
| 5Y | +73.6% | +9.8% | +63.8% | +51.0% |
| 10Y | +194.7% | +341.4% | -146.7% | +69.4% |
| All | +194.7% | +345.5% | -150.8% | +69.4% |
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