+334.3%
CHTR vs IWD
+531.2%
-196.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -0.8% | +0.6% | -1.4% | -1.2% |
| 3M | +17.8% | +7.2% | +10.6% | +11.3% |
| 6M | -34.5% | +16.2% | -50.7% | -42.1% |
| YTD | -27.2% | +23.3% | -50.5% | -38.6% |
| 1Y | -41.4% | +29.6% | -71.0% | -52.5% |
| 3Y | -64.0% | +70.5% | -134.5% | -76.3% |
| 5Y | -81.3% | +73.5% | -154.7% | -87.8% |
| 10Y | -44.1% | +198.3% | -242.4% | -76.3% |
| All | +334.3% | +531.2% | -196.9% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling