+727.5%
IWF vs CPB
+52.6%
+674.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.8% |
| 7D | +0.5% | -8.6% | +9.1% | +2.5% |
| 30D | -0.4% | -7.2% | +6.9% | +1.1% |
| 3M | -2.6% | +0.9% | -3.5% | -3.5% |
| 6M | +9.1% | -11.8% | +21.0% | +11.3% |
| YTD | +4.5% | -19.4% | +23.9% | +8.6% |
| 1Y | +10.1% | -30.4% | +40.5% | +18.1% |
| 3Y | +77.6% | -40.2% | +117.8% | +93.5% |
| 5Y | +73.7% | -39.5% | +113.2% | +85.4% |
| 10Y | +411.5% | -47.4% | +458.9% | +447.1% |
| All | +727.5% | +52.6% | +674.9% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling