+9.6%
CARR vs IWD
+72.9%
-63.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +2.3% |
| 30D | -8.7% | -1.6% | -7.0% | -6.6% |
| 3M | -18.4% | +7.0% | -25.4% | -25.6% |
| 6M | -0.6% | +17.0% | -17.6% | -19.4% |
| YTD | +10.9% | +21.6% | -10.7% | -14.5% |
| 1Y | -7.3% | +28.0% | -35.3% | -33.2% |
| 3Y | +2.9% | +70.6% | -67.6% | -48.5% |
| 5Y | +9.6% | +73.3% | -63.7% | -46.1% |
| All | +9.6% | +72.9% | -63.3% | -46.1% |
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