+74.7%
IWD vs CGNX
-25.4%
+100.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.2% |
| 7D | -0.8% | +3.2% | -4.0% | -1.3% |
| 30D | -0.8% | +6.0% | -6.8% | -2.0% |
| 3M | +6.9% | +3.5% | +3.4% | +5.6% |
| 6M | +18.3% | +26.3% | -8.0% | +12.5% |
| YTD | +22.4% | +79.2% | -56.9% | +7.3% |
| 1Y | +27.4% | +43.8% | -16.4% | +16.2% |
| 3Y | +71.2% | +52.0% | +19.2% | +47.8% |
| All | +74.7% | -25.4% | +100.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 5y: compounded portfolio wealth divided by compounded CGNX 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…
5y analysis · Full analysis span regression · 6 months rolling