+441.9%
CARR vs IWD
+219.2%
+222.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.9% |
| 7D | +1.6% | -0.3% | +1.8% | +1.9% |
| 30D | -8.7% | +0.6% | -9.3% | -9.4% |
| 3M | -12.6% | +7.2% | -19.8% | -19.3% |
| 6M | -1.5% | +16.2% | -17.7% | -16.8% |
| YTD | +14.3% | +23.3% | -9.0% | -9.7% |
| 1Y | -4.6% | +29.6% | -34.2% | -28.6% |
| 3Y | +7.3% | +70.5% | -63.1% | -39.5% |
| 5Y | +11.6% | +73.5% | -61.8% | -37.6% |
| All | +441.9% | +219.2% | +222.7% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling