+287.5%
CAH vs IWF
+422.7%
-135.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | +0.2% | -1.7% | +1.9% | +0.9% |
| 3M | +6.3% | +0.7% | +5.6% | +5.6% |
| 6M | +9.4% | +8.6% | +0.8% | +4.5% |
| YTD | +15.0% | +3.5% | +11.4% | +12.1% |
| 1Y | +55.4% | +7.0% | +48.4% | +48.6% |
| 3Y | +173.8% | +76.3% | +97.5% | +95.9% |
| 5Y | +395.2% | +74.8% | +320.4% | +249.1% |
| All | +287.5% | +422.7% | -135.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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