-6.4%
CARR vs IWD
+28.9%
-35.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | 0.0% |
| 7D | -3.8% | -0.8% | -3.0% | -2.5% |
| 30D | -8.9% | -0.8% | -8.1% | -7.6% |
| 3M | -17.3% | +6.9% | -24.2% | -26.4% |
| 6M | -1.4% | +18.3% | -19.7% | -25.6% |
| YTD | +10.0% | +22.4% | -12.4% | -20.6% |
| 1Y | -6.4% | +27.4% | -33.8% | -36.6% |
| All | -6.4% | +28.9% | -35.3% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling