+30.1%
CB vs IWD
+28.1%
+2.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +9.1% | +2.7% | +6.4% | +9.1% |
| 3M | +3.4% | +0.9% | +2.5% | +3.5% |
| 6M | +14.1% | +10.5% | +3.5% | +14.3% |
| YTD | +18.0% | +23.7% | -5.7% | +16.5% |
| 1Y | +30.1% | +28.7% | +1.4% | +28.0% |
| All | +30.1% | +28.1% | +2.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling