+2.4%
CARR vs IWD
+69.9%
-67.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +2.4% |
| 30D | -8.7% | -1.6% | -7.0% | -6.4% |
| 3M | -18.4% | +7.0% | -25.4% | -26.1% |
| 6M | -0.6% | +17.0% | -17.6% | -20.6% |
| YTD | +10.9% | +21.6% | -10.7% | -15.9% |
| 1Y | -7.3% | +28.0% | -35.3% | -34.6% |
| All | +2.4% | +69.9% | -67.5% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling