+173.8%
CAH vs IWF
+76.9%
+96.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | +0.2% | -1.7% | +1.9% | +0.3% |
| 3M | +6.3% | +0.7% | +5.6% | +6.1% |
| 6M | +9.4% | +8.6% | +0.8% | +7.8% |
| YTD | +15.0% | +3.5% | +11.4% | +14.0% |
| 1Y | +55.4% | +7.0% | +48.4% | +52.9% |
| 3Y | +173.8% | +76.3% | +97.5% | +144.2% |
| All | +173.8% | +76.9% | +96.9% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling