+31.0%
CAVA vs IWD
+80.3%
-49.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.4% |
| 7D | -4.4% | +1.7% | -6.1% | -7.1% |
| 30D | +8.2% | +3.2% | +5.0% | +2.7% |
| 3M | -17.4% | +2.3% | -19.7% | -20.4% |
| 6M | -25.7% | +12.9% | -38.6% | -40.2% |
| YTD | -2.3% | +26.2% | -28.5% | -35.2% |
| 1Y | +17.6% | +28.3% | -10.6% | -24.2% |
| 3Y | +84.6% | +84.4% | +0.2% | -40.3% |
| All | +31.0% | +80.3% | -49.3% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling