+91.7%
CNC vs IWD
+195.0%
-103.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -4.9% | -1.2% | -3.7% | -3.8% |
| 30D | -3.8% | -1.6% | -2.1% | -2.3% |
| 3M | -3.2% | +7.0% | -10.3% | -9.0% |
| 6M | +47.9% | +17.0% | +30.9% | +28.2% |
| YTD | +55.7% | +21.6% | +34.0% | +30.2% |
| 1Y | +106.2% | +28.0% | +78.3% | +64.9% |
| 3Y | -2.1% | +70.6% | -72.6% | -41.1% |
| 5Y | +3.4% | +73.3% | -69.9% | -39.2% |
| 10Y | +91.7% | +200.5% | -108.9% | -33.0% |
| All | +91.7% | +195.0% | -103.4% | -33.0% |
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 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