+67.9%
IWF vs CPB
-36.4%
+104.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.2% |
| 7D | -1.1% | -4.1% | +3.0% | -1.5% |
| 30D | -8.3% | +16.9% | -25.2% | -6.9% |
| 3M | -5.6% | -0.6% | -5.0% | -5.2% |
| 6M | -5.4% | +11.4% | -16.8% | -4.3% |
| YTD | -1.2% | -14.8% | +13.7% | -1.5% |
| 1Y | -2.7% | -24.8% | +22.1% | -3.7% |
| All | +67.9% | -36.4% | +104.3% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling