+21.7%
IWF vs CAI
-8.1%
+29.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | -1.3% | +9.1% | -10.4% | -1.9% |
| 3M | +0.1% | +53.8% | -53.7% | -3.0% |
| 6M | +10.3% | +33.5% | -23.2% | +7.3% |
| YTD | +4.2% | -8.0% | +12.2% | +2.9% |
| 1Y | +9.3% | -28.7% | +38.0% | +8.6% |
| All | +21.7% | -8.1% | +29.7% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling