+437.5%
IWF vs CFG
+347.0%
+90.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | -13.2% | +1.1% | -14.3% | -13.5% |
| 3M | -9.4% | -12.0% | +2.6% | -6.3% |
| 6M | -8.6% | -2.2% | -6.3% | -8.4% |
| YTD | -5.3% | +11.4% | -16.7% | -8.7% |
| 1Y | -5.0% | +27.8% | -32.8% | -12.0% |
| 3Y | +64.6% | +173.3% | -108.7% | +21.3% |
| 5Y | +50.8% | +62.4% | -11.7% | +25.5% |
| 10Y | +385.7% | +249.6% | +136.1% | +193.6% |
| All | +437.5% | +347.0% | +90.5% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling