+101.0%
CB vs IWD
+73.6%
+27.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | -3.1% | +0.6% | -3.7% | -3.5% |
| 3M | +9.0% | +7.2% | +1.7% | +3.8% |
| 6M | +2.9% | +16.2% | -13.4% | -7.4% |
| YTD | +10.1% | +23.3% | -13.2% | -5.2% |
| 1Y | +22.8% | +29.6% | -6.8% | +1.9% |
| 3Y | +73.8% | +70.5% | +3.3% | +15.8% |
| All | +101.0% | +73.6% | +27.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling