+421.3%
IWF vs CFG
+308.1%
+113.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -1.4% | -4.5% | +3.2% | -0.2% |
| 3M | +0.4% | +6.3% | -5.9% | -1.4% |
| 6M | +8.5% | +20.6% | -12.1% | +2.7% |
| YTD | +3.7% | +21.2% | -17.6% | -2.2% |
| 1Y | +8.5% | +38.2% | -29.7% | -1.6% |
| 3Y | +78.5% | +185.9% | -107.4% | +30.3% |
| 5Y | +73.6% | +97.0% | -23.3% | +37.7% |
| 10Y | +421.3% | +306.8% | +114.5% | +224.7% |
| All | +421.3% | +308.1% | +113.2% | +224.7% |
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