+679.8%
IWF vs CPB
+59.6%
+620.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +5.3% | -5.8% | +11.1% | +6.6% |
| 30D | -8.6% | +16.5% | -25.1% | -11.9% |
| 3M | -6.5% | -1.1% | -5.4% | -6.9% |
| 6M | -5.6% | +11.5% | -17.1% | -9.1% |
| YTD | -1.5% | -15.7% | +14.2% | +0.8% |
| 1Y | -2.8% | -24.7% | +21.8% | +2.2% |
| 3Y | +67.1% | -37.3% | +104.4% | +79.7% |
| 5Y | +57.6% | -35.0% | +92.7% | +64.6% |
| 10Y | +390.4% | -41.0% | +431.4% | +404.1% |
| All | +679.8% | +59.6% | +620.3% | +418.7% |
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 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