+33.0%
CAVA vs IWD
+80.7%
-47.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.2% |
| 7D | -1.6% | +2.3% | -3.8% | -5.2% |
| 30D | +12.9% | +3.6% | +9.3% | +6.4% |
| 3M | -19.3% | +2.2% | -21.5% | -22.0% |
| 6M | -19.5% | +13.0% | -32.4% | -35.2% |
| YTD | -0.8% | +26.5% | -27.3% | -34.4% |
| 1Y | +20.8% | +30.1% | -9.3% | -24.1% |
| 3Y | +85.7% | +84.9% | +0.8% | -40.2% |
| All | +33.0% | +80.7% | -47.6% | -50.0% |
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