+112.8%
CART vs IWD
+78.7%
+34.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | +3.0% | -0.5% | +3.4% | +3.3% |
| 30D | +28.6% | +2.7% | +25.9% | +25.8% |
| 3M | +29.1% | +0.9% | +28.2% | +28.3% |
| 6M | +44.7% | +10.5% | +34.2% | +33.7% |
| YTD | +29.2% | +23.7% | +5.5% | +8.1% |
| 1Y | +66.2% | +28.7% | +37.4% | +33.8% |
| 3Y | +112.8% | +79.7% | +33.1% | -2.2% |
| All | +112.8% | +78.7% | +34.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling