+408.6%
IWD vs CG
+351.2%
+57.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -0.3% | -4.3% | +4.0% | +1.0% |
| 30D | +0.6% | -5.1% | +5.7% | +1.9% |
| 3M | +7.2% | +8.7% | -1.5% | +4.2% |
| 6M | +16.2% | -9.2% | +25.4% | +18.4% |
| YTD | +23.3% | -18.9% | +42.2% | +29.1% |
| 1Y | +29.6% | -25.6% | +55.2% | +38.5% |
| 3Y | +70.5% | +57.3% | +13.2% | +40.8% |
| 5Y | +73.5% | +10.2% | +63.3% | +53.1% |
| 10Y | +198.3% | +364.2% | -165.9% | +73.5% |
| All | +408.6% | +351.2% | +57.4% | +187.5% |
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 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