+73.6%
IWF vs CAG
-41.8%
+115.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +0.5% | -6.6% | +7.1% | +0.6% |
| 30D | -1.4% | +2.3% | -3.7% | -1.4% |
| 3M | +0.4% | +16.3% | -15.9% | +0.2% |
| 6M | +8.5% | -16.0% | +24.5% | +9.2% |
| YTD | +3.7% | -7.7% | +11.4% | +3.9% |
| 1Y | +8.5% | -16.0% | +24.5% | +9.3% |
| 3Y | +78.5% | -37.7% | +116.2% | +81.9% |
| 5Y | +73.6% | -41.2% | +114.9% | +80.3% |
| All | +73.6% | -41.8% | +115.4% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling