+421.3%
IWF vs CPB
-44.2%
+465.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +0.5% | -8.0% | +8.5% | +1.2% |
| 30D | -1.4% | -2.4% | +1.0% | -1.3% |
| 3M | +0.4% | +0.5% | -0.1% | +0.2% |
| 6M | +8.5% | -10.5% | +18.9% | +9.2% |
| YTD | +3.7% | -17.5% | +21.2% | +5.1% |
| 1Y | +8.5% | -31.0% | +39.5% | +12.0% |
| 3Y | +78.5% | -40.6% | +119.2% | +85.3% |
| 5Y | +73.6% | -37.7% | +111.4% | +77.4% |
| 10Y | +421.3% | -43.4% | +464.7% | +431.7% |
| All | +421.3% | -44.2% | +465.5% | +431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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