+724.9%
IWF vs CRS
+7,193.5%
-6,468.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.5% |
| 7D | +1.5% | -3.1% | +4.6% | +2.2% |
| 30D | -1.3% | -19.6% | +18.3% | +4.0% |
| 3M | +0.1% | -8.1% | +8.2% | +1.7% |
| 6M | +10.3% | +18.6% | -8.3% | +4.6% |
| YTD | +4.2% | +45.9% | -41.7% | -6.6% |
| 1Y | +9.3% | +82.5% | -73.2% | -8.2% |
| 3Y | +79.3% | +648.9% | -569.6% | +2.7% |
| 5Y | +73.8% | +1,438.1% | -1,364.4% | -20.0% |
| 10Y | +410.9% | +1,327.0% | -916.1% | +107.3% |
| All | +724.9% | +7,193.5% | -6,468.6% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling