+710.1%
IWF vs CG
+282.0%
+428.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.5% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | -7.5% | +11.2% | -18.7% | -10.9% |
| 3M | -8.5% | -22.1% | +13.6% | -1.3% |
| 6M | -7.4% | -17.9% | +10.5% | -2.3% |
| YTD | -2.6% | -31.3% | +28.7% | +8.0% |
| 1Y | -1.8% | -24.0% | +22.1% | +5.1% |
| 3Y | +65.5% | +45.0% | +20.5% | +37.8% |
| 5Y | +55.8% | -22.6% | +78.5% | +53.4% |
| 10Y | +384.9% | +282.1% | +102.7% | +201.2% |
| All | +710.1% | +282.0% | +428.1% | +392.0% |
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