+392.2%
IWF vs CPB
-40.1%
+432.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | -1.1% | -4.1% | +3.0% | -0.8% |
| 30D | -8.3% | +16.9% | -25.2% | -9.4% |
| 3M | -5.6% | -0.6% | -5.0% | -5.6% |
| 6M | -5.4% | +11.4% | -16.8% | -6.6% |
| YTD | -1.2% | -14.8% | +13.7% | -0.1% |
| 1Y | -2.7% | -24.8% | +22.1% | -0.4% |
| 3Y | +67.8% | -36.6% | +104.4% | +72.7% |
| 5Y | +60.1% | -33.3% | +93.4% | +62.1% |
| 10Y | +392.2% | -40.4% | +432.6% | +396.1% |
| All | +392.2% | -40.1% | +432.3% | +396.1% |
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