+38.8%
CAVA vs IWD
+76.1%
-37.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.3% |
| 7D | -9.2% | -0.3% | -9.0% | -8.8% |
| 30D | -8.2% | +0.6% | -8.8% | -9.0% |
| 3M | -15.3% | +7.2% | -22.5% | -25.3% |
| 6M | -23.6% | +16.2% | -39.8% | -41.8% |
| YTD | +3.5% | +23.3% | -19.8% | -28.7% |
| 1Y | -7.9% | +29.6% | -37.5% | -41.8% |
| 3Y | +38.7% | +70.5% | -31.8% | -44.5% |
| All | +38.8% | +76.1% | -37.3% | -45.6% |
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 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