+37.0%
CHYM vs IWF
+10.9%
+26.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +0.9% |
| 30D | +30.2% | -0.4% | +30.6% | +30.6% |
| 3M | +85.9% | -2.6% | +88.5% | +95.0% |
| 6M | +49.9% | +9.1% | +40.8% | +28.1% |
| YTD | +34.1% | +4.5% | +29.6% | +24.6% |
| 1Y | +37.0% | +10.1% | +26.9% | +13.6% |
| All | +37.0% | +10.9% | +26.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling