+704.0%
IWF vs CG
+300.6%
+403.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.4% |
| 7D | -2.9% | +2.0% | -4.9% | -3.5% |
| 30D | -10.9% | +8.5% | -19.4% | -13.4% |
| 3M | -8.1% | -12.1% | +4.0% | -4.6% |
| 6M | -7.5% | -16.4% | +8.9% | -2.9% |
| YTD | -3.4% | -28.0% | +24.6% | +5.6% |
| 1Y | -5.0% | -18.9% | +13.9% | -0.4% |
| 3Y | +64.0% | +51.2% | +12.8% | +34.8% |
| 5Y | +56.8% | -15.9% | +72.6% | +50.3% |
| 10Y | +381.2% | +305.9% | +75.3% | +193.7% |
| All | +704.0% | +300.6% | +403.4% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling