-9.0%
CHYM vs IWD
+37.9%
-46.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.8% |
| 7D | +1.7% | -0.3% | +2.0% | +2.3% |
| 30D | +30.2% | +0.6% | +29.7% | +28.7% |
| 3M | +85.9% | +7.2% | +78.7% | +59.5% |
| 6M | +49.9% | +16.2% | +33.7% | +6.9% |
| YTD | +34.1% | +23.3% | +10.8% | -17.7% |
| 1Y | +37.0% | +29.6% | +7.4% | -23.8% |
| All | -9.0% | +37.9% | -46.9% | -53.0% |
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