+398.3%
CAH vs IWF
+71.2%
+327.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.5% |
| 7D | -5.1% | -1.7% | -3.4% | -4.7% |
| 30D | -1.8% | -1.8% | +0.1% | -1.4% |
| 3M | +9.4% | +1.5% | +7.9% | +8.8% |
| 6M | +9.2% | +7.7% | +1.5% | +7.0% |
| YTD | +15.7% | +2.7% | +13.0% | +14.5% |
| 1Y | +59.7% | +6.8% | +53.0% | +56.3% |
| 3Y | +178.5% | +76.9% | +101.6% | +134.0% |
| 5Y | +398.3% | +73.4% | +324.9% | +307.3% |
| All | +398.3% | +71.2% | +327.1% | +307.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling