+28.5%
IWD vs CRBG
+13.0%
+15.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -1.6% |
| 7D | -0.9% | -3.0% | +2.1% | -0.3% |
| 30D | +2.6% | -2.6% | +5.3% | +3.1% |
| 3M | +1.2% | +2.7% | -1.4% | +0.7% |
| 6M | +12.1% | +22.2% | -10.1% | +7.9% |
| YTD | +24.1% | +16.5% | +7.6% | +20.2% |
| 1Y | +28.5% | +16.9% | +11.6% | +24.1% |
| All | +28.5% | +13.0% | +15.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling