+248.2%
CB vs IWD
+207.5%
+40.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | +9.1% | +2.7% | +6.4% | +6.5% |
| 3M | +3.4% | +0.9% | +2.5% | +2.5% |
| 6M | +14.1% | +10.5% | +3.5% | +3.7% |
| YTD | +18.0% | +23.7% | -5.7% | -3.6% |
| 1Y | +30.1% | +28.7% | +1.4% | +2.3% |
| 3Y | +71.8% | +79.7% | -7.9% | -3.4% |
| 5Y | +101.8% | +69.7% | +32.1% | +19.2% |
| All | +248.2% | +207.5% | +40.7% | +29.4% |
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