+71.8%
CB vs IWD
+78.7%
-7.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +9.1% | +2.7% | +6.4% | +7.8% |
| 3M | +3.4% | +0.9% | +2.5% | +3.0% |
| 6M | +14.1% | +10.5% | +3.5% | +8.8% |
| YTD | +18.0% | +23.7% | -5.7% | +5.9% |
| 1Y | +30.1% | +28.7% | +1.4% | +14.1% |
| 3Y | +71.8% | +79.7% | -7.9% | +36.4% |
| All | +71.8% | +78.7% | -7.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling