+120.2%
IWF vs CRBG
+117.3%
+2.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -1.7% | +2.6% | -4.4% | -2.6% |
| 3M | +0.7% | +24.0% | -23.3% | -6.0% |
| 6M | +8.6% | +50.5% | -42.0% | -5.0% |
| YTD | +3.5% | +17.1% | -13.6% | -2.5% |
| 1Y | +7.0% | +5.9% | +1.2% | +3.7% |
| 3Y | +76.3% | +122.7% | -46.4% | +33.2% |
| All | +120.2% | +117.3% | +2.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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