+247.9%
CB vs IWD
+202.4%
+45.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | 0.0% | +1.7% | -1.6% | -1.5% |
| 30D | +7.4% | +3.2% | +4.2% | +4.3% |
| 3M | +8.6% | +2.3% | +6.3% | +6.3% |
| 6M | +16.1% | +12.9% | +3.2% | +3.5% |
| YTD | +20.2% | +26.2% | -6.0% | -3.7% |
| 1Y | +27.2% | +28.3% | -1.1% | +0.3% |
| 3Y | +72.7% | +84.4% | -11.7% | -5.2% |
| 5Y | +105.9% | +73.0% | +33.0% | +19.4% |
| All | +247.9% | +202.4% | +45.6% | +24.9% |
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