+28.0%
IWD vs CG
-29.3%
+57.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.1% |
| 7D | -1.2% | -6.4% | +5.3% | 0.0% |
| 30D | -1.6% | -7.1% | +5.4% | -0.5% |
| 3M | +7.0% | -1.6% | +8.6% | +7.0% |
| 6M | +17.0% | -8.3% | +25.3% | +18.2% |
| YTD | +21.6% | -23.8% | +45.4% | +26.9% |
| 1Y | +28.0% | -28.7% | +56.7% | +33.5% |
| All | +28.0% | -29.3% | +57.3% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling