+1,335.6%
CAH vs IWD
+749.4%
+586.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | +5.9% | -0.6% | +6.5% | +6.3% |
| 30D | +16.5% | +3.6% | +12.9% | +13.5% |
| 3M | +15.7% | +2.7% | +13.1% | +13.4% |
| 6M | +52.7% | +13.2% | +39.5% | +38.9% |
| YTD | +36.3% | +26.8% | +9.5% | +13.6% |
| 1Y | +36.7% | +29.3% | +7.5% | +12.2% |
| 3Y | +178.2% | +85.1% | +93.0% | +71.9% |
| 5Y | +515.8% | +74.2% | +441.6% | +295.3% |
| 10Y | +411.8% | +204.6% | +207.2% | +118.5% |
| All | +1,335.6% | +749.4% | +586.2% | +174.5% |
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 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