+420.3%
IWD vs CG
+300.6%
+119.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | +1.6% | +2.0% | -0.4% | +0.9% |
| 30D | +3.6% | +8.5% | -4.9% | +1.0% |
| 3M | +2.0% | -12.1% | +14.2% | +5.4% |
| 6M | +13.1% | -16.4% | +29.5% | +17.9% |
| YTD | +26.2% | -28.0% | +54.2% | +36.3% |
| 1Y | +29.6% | -18.9% | +48.5% | +35.0% |
| 3Y | +84.3% | +51.2% | +33.1% | +53.6% |
| 5Y | +73.4% | -15.9% | +89.3% | +65.5% |
| 10Y | +202.4% | +305.9% | -103.5% | +82.1% |
| All | +420.3% | +300.6% | +119.8% | +203.3% |
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 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