+76.6%
IWF vs CAG
-37.6%
+114.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +0.5% | -6.6% | +7.1% | 0.0% |
| 30D | -1.4% | +2.3% | -3.7% | -1.2% |
| 3M | +0.4% | +16.3% | -15.9% | +1.7% |
| 6M | +8.5% | -16.0% | +24.5% | +7.6% |
| YTD | +3.7% | -7.7% | +11.4% | +3.5% |
| 1Y | +8.5% | -16.0% | +24.5% | +7.9% |
| All | +76.6% | -37.6% | +114.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling