+719.9%
IWF vs CAKE
+1,004.0%
-284.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.9% | -4.5% | +3.6% | +0.2% |
| 30D | -1.7% | -12.4% | +10.7% | +1.2% |
| 3M | +0.7% | +37.3% | -36.7% | -7.6% |
| 6M | +8.6% | +70.7% | -62.2% | -6.0% |
| YTD | +3.5% | +106.0% | -102.5% | -14.7% |
| 1Y | +7.0% | +79.7% | -72.6% | -9.2% |
| 3Y | +76.3% | +267.8% | -191.4% | +22.3% |
| 5Y | +74.8% | +159.9% | -85.1% | +27.6% |
| 10Y | +420.5% | +154.3% | +266.1% | +228.2% |
| All | +719.9% | +1,004.0% | -284.0% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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