-69.3%
CHTR vs IWD
+69.9%
-139.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.6% | -7.5% |
| 7D | -15.8% | -1.2% | -14.6% | -14.6% |
| 30D | -12.7% | -1.6% | -11.0% | -10.8% |
| 3M | -1.1% | +7.0% | -8.1% | -8.1% |
| 6M | -39.9% | +17.0% | -56.9% | -49.9% |
| YTD | -35.9% | +21.6% | -57.5% | -48.9% |
| 1Y | -49.2% | +28.0% | -77.2% | -61.9% |
| All | -69.3% | +69.9% | -139.2% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling