-67.4%
CHTR vs IWD
+84.7%
-152.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | +5.4% | +1.7% | +3.7% | +3.6% |
| 30D | +24.0% | +3.2% | +20.8% | +19.6% |
| 3M | -11.7% | +2.3% | -14.0% | -13.8% |
| 6M | -10.3% | +12.9% | -23.3% | -21.5% |
| YTD | -36.5% | +26.2% | -62.7% | -51.2% |
| 1Y | -37.7% | +28.3% | -66.0% | -53.0% |
| All | -67.4% | +84.7% | -152.1% | -86.7% |
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