-47.4%
CHTR vs IWD
+203.0%
-250.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.1% |
| 7D | +17.2% | +2.3% | +14.9% | +15.1% |
| 30D | +31.6% | +3.6% | +28.0% | +27.8% |
| 3M | -11.6% | +2.2% | -13.7% | -13.0% |
| 6M | -3.3% | +13.0% | -16.2% | -12.6% |
| YTD | -33.7% | +26.5% | -60.2% | -45.6% |
| 1Y | -32.4% | +30.1% | -62.6% | -45.8% |
| 3Y | -65.9% | +84.9% | -150.8% | -79.3% |
| 5Y | -79.9% | +73.4% | -153.3% | -87.1% |
| All | -47.4% | +203.0% | -250.4% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling