+4.6%
CARR vs IWD
+73.8%
-69.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.4% |
| 7D | -1.9% | -0.6% | -1.4% | -1.1% |
| 30D | -1.1% | +3.6% | -4.7% | -5.8% |
| 3M | -13.8% | +2.7% | -16.5% | -16.9% |
| 6M | -16.5% | +13.2% | -29.7% | -29.5% |
| YTD | +4.9% | +26.8% | -21.8% | -23.6% |
| 1Y | -2.7% | +29.3% | -31.9% | -30.9% |
| 3Y | +10.4% | +85.1% | -74.7% | -50.5% |
| All | +4.6% | +73.8% | -69.2% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling