+21.1%
IWF vs CAI
-11.0%
+32.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | +0.5% | -3.1% | +3.6% | +0.7% |
| 30D | -1.4% | +2.7% | -4.1% | -1.6% |
| 3M | +0.4% | +41.7% | -41.2% | -2.1% |
| 6M | +8.5% | +26.5% | -18.0% | +5.9% |
| YTD | +3.7% | -10.9% | +14.6% | +2.7% |
| 1Y | +8.5% | -29.2% | +37.7% | +8.0% |
| All | +21.1% | -11.0% | +32.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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