-12.0%
CHYM vs IWD
+35.6%
-47.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -4.8% |
| 7D | -2.9% | -2.3% | -0.6% | +2.1% |
| 30D | +3.0% | -1.8% | +4.7% | +7.1% |
| 3M | +98.7% | +8.0% | +90.7% | +67.2% |
| 6M | +46.4% | +17.0% | +29.5% | +2.5% |
| YTD | +29.8% | +21.3% | +8.5% | -17.4% |
| 1Y | +40.5% | +27.9% | +12.5% | -19.5% |
| All | -12.0% | +35.6% | -47.6% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling