+769.4%
IWF vs CG
+351.2%
+418.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +0.5% | -4.3% | +4.9% | +2.0% |
| 30D | -0.4% | -5.1% | +4.7% | +1.1% |
| 3M | -2.6% | +8.7% | -11.3% | -5.7% |
| 6M | +9.1% | -9.2% | +18.4% | +11.6% |
| YTD | +4.5% | -18.9% | +23.3% | +10.2% |
| 1Y | +10.1% | -25.6% | +35.7% | +18.9% |
| 3Y | +77.6% | +57.3% | +20.4% | +44.5% |
| 5Y | +73.7% | +10.2% | +63.6% | +53.6% |
| 10Y | +411.5% | +364.2% | +47.3% | +200.3% |
| All | +769.4% | +351.2% | +418.2% | +402.3% |
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