+279.0%
CHTR vs IWD
+546.0%
-267.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +5.4% | +1.7% | +3.7% | +4.0% |
| 30D | +24.0% | +3.2% | +20.8% | +20.9% |
| 3M | -11.7% | +2.3% | -14.0% | -13.2% |
| 6M | -10.3% | +12.9% | -23.3% | -18.7% |
| YTD | -36.5% | +26.2% | -62.7% | -47.4% |
| 1Y | -37.7% | +28.3% | -66.0% | -49.1% |
| 3Y | -67.6% | +84.4% | -152.0% | -80.0% |
| 5Y | -80.8% | +73.0% | -153.7% | -87.4% |
| 10Y | -51.3% | +203.3% | -254.7% | -79.7% |
| All | +279.0% | +546.0% | -267.0% | -2.1% |
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 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