+29.1%
CAVA vs IWD
+73.7%
-44.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.5% | -5.0% |
| 7D | -8.5% | -1.2% | -7.4% | -6.6% |
| 30D | -8.2% | -1.6% | -6.6% | -5.4% |
| 3M | -25.9% | +7.0% | -32.9% | -34.4% |
| 6M | -30.9% | +17.0% | -47.9% | -48.0% |
| YTD | -3.7% | +21.6% | -25.3% | -32.0% |
| 1Y | -13.4% | +28.0% | -41.4% | -44.1% |
| 3Y | +44.2% | +70.6% | -26.3% | -43.6% |
| All | +29.1% | +73.7% | -44.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling