-81.6%
CHTR vs IWF
+73.7%
-155.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | -4.1% | -0.9% | -3.2% | -3.6% |
| 30D | -3.0% | -1.7% | -1.2% | -2.2% |
| 3M | +4.8% | +0.7% | +4.1% | +4.1% |
| 6M | -35.0% | +8.6% | -43.6% | -38.3% |
| YTD | -30.2% | +3.5% | -33.7% | -32.1% |
| 1Y | -44.8% | +7.0% | -51.8% | -47.4% |
| 3Y | -66.6% | +76.3% | -142.9% | -77.1% |
| All | -81.6% | +73.7% | -155.3% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 5y: compounded portfolio wealth divided by compounded IWF 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…
5y analysis · Full analysis span regression · 6 months rolling