-1.3%
IWF vs CRS
-3.8%
+2.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.6% |
| 7D | -4.2% | +4.3% | -8.5% | -4.8% |
| 30D | -8.1% | -25.5% | +17.3% | -4.2% |
| 3M | -5.1% | -48.7% | +43.7% | +4.9% |
| 6M | -1.4% | -31.6% | +30.2% | +4.4% |
| YTD | -0.1% | -7.0% | +6.9% | +2.3% |
| 1Y | -1.3% | -4.5% | +3.2% | +0.5% |
| All | -1.3% | -3.8% | +2.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling