+410.1%
IWD vs CG
+281.3%
+128.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | +2.7% | +5.0% | -2.4% | +1.1% |
| 3M | +0.9% | -18.2% | +19.1% | +6.3% |
| 6M | +10.5% | -20.7% | +31.3% | +17.1% |
| YTD | +23.7% | -31.4% | +55.1% | +35.5% |
| 1Y | +28.7% | -22.3% | +51.0% | +35.8% |
| 3Y | +79.7% | +50.2% | +29.5% | +50.0% |
| 5Y | +69.7% | -22.1% | +91.7% | +65.6% |
| 10Y | +211.4% | +295.5% | -84.1% | +89.2% |
| All | +410.1% | +281.3% | +128.7% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling