+316.5%
CHTR vs IWF
+1,055.6%
-739.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.2% |
| 7D | -4.1% | -0.9% | -3.2% | -3.5% |
| 30D | -3.0% | -1.7% | -1.2% | -1.9% |
| 3M | +4.8% | +0.7% | +4.1% | +3.8% |
| 6M | -35.0% | +8.6% | -43.6% | -39.3% |
| YTD | -30.2% | +3.5% | -33.7% | -32.8% |
| 1Y | -44.8% | +7.0% | -51.8% | -48.2% |
| 3Y | -66.6% | +76.3% | -142.9% | -78.6% |
| 5Y | -81.5% | +74.8% | -156.2% | -88.4% |
| 10Y | -44.8% | +420.5% | -465.3% | -85.9% |
| All | +316.5% | +1,055.6% | -739.1% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling