+103.2%
CB vs IWD
+68.9%
+34.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | +9.1% | +2.7% | +6.4% | +7.2% |
| 3M | +3.4% | +0.9% | +2.5% | +2.8% |
| 6M | +14.1% | +10.5% | +3.5% | +6.4% |
| YTD | +18.0% | +23.7% | -5.7% | +1.5% |
| 1Y | +30.1% | +28.7% | +1.4% | +8.7% |
| 3Y | +71.8% | +79.7% | -7.9% | +9.9% |
| All | +103.2% | +68.9% | +34.3% | +38.3% |
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