+719.9%
IWF vs CGNX
+539.2%
+180.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.3% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -1.7% | +6.0% | -7.7% | -3.5% |
| 3M | +0.7% | +3.5% | -2.9% | -0.9% |
| 6M | +8.6% | +26.3% | -17.7% | +0.8% |
| YTD | +3.5% | +79.2% | -75.7% | -14.9% |
| 1Y | +7.0% | +43.8% | -36.8% | -7.2% |
| 3Y | +76.3% | +52.0% | +24.4% | +44.7% |
| 5Y | +74.8% | -24.0% | +98.8% | +70.0% |
| 10Y | +420.5% | +189.1% | +231.4% | +236.1% |
| All | +719.9% | +539.2% | +180.7% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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