-47.8%
CHTR vs IWD
+201.1%
-248.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | -7.1% | -2.3% | -4.8% | -5.3% |
| 30D | -10.9% | -1.8% | -9.1% | -9.4% |
| 3M | +2.0% | +8.0% | -6.0% | -4.2% |
| 6M | -35.9% | +17.0% | -52.9% | -43.9% |
| YTD | -32.7% | +21.3% | -53.9% | -42.7% |
| 1Y | -46.6% | +27.9% | -74.5% | -56.5% |
| 3Y | -66.7% | +70.1% | -136.8% | -78.3% |
| 5Y | -82.1% | +74.2% | -156.3% | -88.5% |
| All | -47.8% | +201.1% | -248.9% | -78.6% |
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