+509.2%
CAH vs IWD
+73.2%
+436.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.4% | +1.6% | +7.9% | +8.4% |
| 30D | +16.5% | +3.6% | +12.9% | +14.2% |
| 3M | +17.0% | +2.0% | +14.9% | +15.6% |
| 6M | +51.4% | +13.1% | +38.3% | +41.1% |
| YTD | +36.0% | +26.2% | +9.8% | +18.7% |
| 1Y | +36.0% | +29.6% | +6.4% | +16.8% |
| 3Y | +177.5% | +84.3% | +93.2% | +89.0% |
| 5Y | +509.2% | +73.4% | +435.7% | +337.8% |
| All | +509.2% | +73.2% | +436.0% | +337.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling