+414.1%
CARR vs IWD
+213.8%
+200.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.9% |
| 7D | -4.1% | -2.3% | -1.8% | -1.5% |
| 30D | -11.0% | -1.8% | -9.2% | -9.1% |
| 3M | -16.4% | +8.0% | -24.4% | -23.6% |
| 6M | -2.4% | +17.0% | -19.3% | -18.1% |
| YTD | +8.4% | +21.3% | -12.9% | -12.6% |
| 1Y | -8.0% | +27.9% | -35.9% | -30.1% |
| 3Y | +0.6% | +70.1% | -69.5% | -43.1% |
| 5Y | +7.7% | +74.2% | -66.4% | -39.6% |
| All | +414.1% | +213.8% | +200.2% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling