+413.4%
IWF vs CG
+314.7%
+98.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.9% | -9.9% | +8.9% | +2.8% |
| 30D | -1.7% | -11.7% | +9.9% | +2.5% |
| 3M | +0.7% | -4.3% | +4.9% | +1.6% |
| 6M | +8.6% | -8.8% | +17.3% | +11.0% |
| YTD | +3.5% | -26.9% | +30.4% | +13.9% |
| 1Y | +7.0% | -35.4% | +42.5% | +22.7% |
| 3Y | +76.3% | +43.0% | +33.3% | +43.2% |
| 5Y | +74.8% | +1.9% | +72.8% | +55.4% |
| All | +413.4% | +314.7% | +98.7% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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