+302.3%
CAH vs IWD
+195.0%
+107.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -2.2% | -1.2% | -1.1% | -1.3% |
| 30D | +1.2% | -1.6% | +2.8% | +2.6% |
| 3M | +13.1% | +7.0% | +6.1% | +6.9% |
| 6M | +8.5% | +17.0% | -8.5% | -5.1% |
| YTD | +17.6% | +21.6% | -4.0% | -0.5% |
| 1Y | +60.7% | +28.0% | +32.7% | +29.9% |
| 3Y | +183.2% | +70.6% | +112.6% | +75.4% |
| 5Y | +402.2% | +73.3% | +328.9% | +203.1% |
| 10Y | +302.3% | +200.5% | +101.8% | +37.5% |
| All | +302.3% | +195.0% | +107.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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