+107.8%
CB vs IWD
+72.9%
+34.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | +2.9% | +2.3% | +0.7% | +1.4% |
| 30D | +7.3% | +3.6% | +3.7% | +4.8% |
| 3M | +9.4% | +2.2% | +7.2% | +7.8% |
| 6M | +19.6% | +13.0% | +6.7% | +10.0% |
| YTD | +21.5% | +26.5% | -5.0% | +3.0% |
| 1Y | +28.0% | +30.1% | -2.1% | +6.2% |
| 3Y | +74.9% | +84.9% | -10.0% | +9.7% |
| All | +107.8% | +72.9% | +34.9% | +39.2% |
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