-4.6%
CARR vs IWF
+10.9%
-15.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | +0.5% | +1.0% | +1.2% |
| 30D | -8.7% | -0.4% | -8.4% | -8.5% |
| 3M | -12.6% | -2.6% | -10.0% | -11.3% |
| 6M | -1.5% | +9.1% | -10.7% | -7.9% |
| YTD | +14.3% | +4.5% | +9.8% | +9.2% |
| 1Y | -4.6% | +10.1% | -14.7% | -8.4% |
| All | -4.6% | +10.9% | -15.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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