+392.8%
IWF vs CFG
+214.3%
+178.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +5.3% | +1.6% | +3.7% | +4.8% |
| 30D | -8.6% | +3.3% | -11.9% | -9.4% |
| 3M | -6.5% | -11.5% | +5.0% | -3.4% |
| 6M | -5.6% | +6.2% | -11.9% | -7.5% |
| YTD | -1.5% | +14.3% | -15.8% | -5.7% |
| 1Y | -2.8% | +26.7% | -29.6% | -9.7% |
| 3Y | +67.1% | +187.8% | -120.6% | +21.8% |
| 5Y | +57.6% | +61.3% | -3.7% | +31.6% |
| All | +392.8% | +214.3% | +178.5% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling