-11.1%
CHYM vs IWD
+36.8%
-47.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | -0.6% |
| 30D | +4.4% | -0.8% | +5.3% | +6.5% |
| 3M | +91.3% | +6.9% | +84.4% | +64.8% |
| 6M | +44.0% | +18.3% | +25.7% | -1.7% |
| YTD | +31.1% | +22.4% | +8.8% | -18.2% |
| 1Y | +37.8% | +27.4% | +10.4% | -21.0% |
| All | -11.1% | +36.8% | -47.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling