+29.1%
CAVA vs IWF
+84.4%
-55.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -5.4% |
| 7D | -8.5% | +0.5% | -9.1% | -9.2% |
| 30D | -8.2% | -1.4% | -6.9% | -6.4% |
| 3M | -25.9% | +0.4% | -26.4% | -27.2% |
| 6M | -30.9% | +8.5% | -39.4% | -39.5% |
| YTD | -3.7% | +3.7% | -7.4% | -9.8% |
| 1Y | -13.4% | +8.5% | -21.9% | -24.0% |
| 3Y | +44.2% | +78.5% | -34.3% | -37.3% |
| All | +29.1% | +84.4% | -55.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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