+58.8%
CART vs IWD
+29.3%
+29.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.7% |
| 30D | +27.1% | +2.6% | +24.5% | +25.5% |
| 3M | +27.4% | +1.2% | +26.2% | +26.8% |
| 6M | +32.1% | +12.1% | +20.0% | +28.7% |
| YTD | +28.5% | +24.1% | +4.3% | +22.9% |
| 1Y | +58.8% | +28.5% | +30.3% | +46.9% |
| All | +58.8% | +29.3% | +29.5% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling