+413.1%
CAH vs IWD
+73.6%
+339.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | +3.3% | +0.6% | +2.7% | +3.0% |
| 3M | +22.8% | +7.2% | +15.6% | +17.9% |
| 6M | +11.3% | +16.2% | -4.9% | +1.8% |
| YTD | +21.1% | +23.3% | -2.2% | +6.8% |
| 1Y | +67.2% | +29.6% | +37.7% | +42.9% |
| 3Y | +195.6% | +70.5% | +125.2% | +109.8% |
| All | +413.1% | +73.6% | +339.4% | +258.2% |
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