-11.1%
CHYM vs IWF
+20.3%
-31.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.3% |
| 7D | -2.3% | -0.9% | -1.3% | -0.7% |
| 30D | +4.4% | -1.7% | +6.2% | +7.4% |
| 3M | +91.3% | +0.7% | +90.6% | +87.6% |
| 6M | +44.0% | +8.6% | +35.4% | +23.3% |
| YTD | +31.1% | +3.5% | +27.6% | +23.5% |
| 1Y | +37.8% | +7.0% | +30.8% | +21.5% |
| All | -11.1% | +20.3% | -31.4% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling