+71.5%
CART vs IWD
+73.4%
-1.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -0.2% |
| 7D | +1.2% | -0.9% | +2.1% | +2.0% |
| 30D | +27.1% | +2.6% | +24.5% | +24.2% |
| 3M | +27.4% | +1.2% | +26.2% | +26.2% |
| 6M | +32.1% | +12.1% | +20.0% | +20.0% |
| YTD | +28.5% | +24.1% | +4.3% | +6.2% |
| 1Y | +58.8% | +28.5% | +30.3% | +26.8% |
| 3Y | +114.8% | +79.5% | +35.3% | +6.6% |
| All | +71.5% | +73.4% | -1.9% | -12.5% |
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