+74.9%
CB vs IWD
+79.4%
-4.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +11.2% | +2.6% | +8.6% | +9.9% |
| 3M | +5.7% | +1.2% | +4.5% | +5.1% |
| 6M | +15.9% | +12.1% | +3.8% | +9.7% |
| YTD | +20.2% | +24.1% | -4.0% | +7.6% |
| 1Y | +32.4% | +28.5% | +3.9% | +16.2% |
| All | +74.9% | +79.4% | -4.5% | +38.7% |
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