+1,176.0%
CAH vs IWD
+726.5%
+449.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | +3.3% | +0.6% | +2.7% | +2.9% |
| 3M | +22.8% | +7.2% | +15.6% | +16.4% |
| 6M | +11.3% | +16.2% | -4.9% | -0.8% |
| YTD | +21.1% | +23.3% | -2.2% | +3.1% |
| 1Y | +67.2% | +29.6% | +37.7% | +37.0% |
| 3Y | +195.6% | +70.5% | +125.2% | +94.4% |
| 5Y | +413.8% | +73.5% | +340.4% | +231.1% |
| 10Y | +309.6% | +198.3% | +111.3% | +77.9% |
| All | +1,176.0% | +726.5% | +449.5% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling