+719.9%
IWD vs CGNX
+539.2%
+180.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | 0.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.5% |
| 30D | -0.8% | +6.0% | -6.8% | -2.3% |
| 3M | +6.9% | +3.5% | +3.4% | +5.3% |
| 6M | +18.3% | +26.3% | -8.0% | +11.0% |
| YTD | +22.4% | +79.2% | -56.9% | +4.3% |
| 1Y | +27.4% | +43.8% | -16.4% | +13.3% |
| 3Y | +71.2% | +52.0% | +19.2% | +45.2% |
| 5Y | +75.7% | -24.0% | +99.8% | +69.8% |
| 10Y | +202.3% | +189.1% | +13.2% | +106.3% |
| All | +719.9% | +539.2% | +180.7% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling