-6.5%
CNC vs IWD
+73.2%
-79.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.0% | +1.6% | +2.4% | +3.0% |
| 30D | +7.4% | +3.6% | +3.8% | +4.9% |
| 3M | +5.4% | +2.0% | +3.4% | +4.1% |
| 6M | +25.4% | +13.1% | +12.4% | +15.2% |
| YTD | +70.6% | +26.2% | +44.4% | +45.0% |
| 1Y | +104.9% | +29.6% | +75.4% | +71.2% |
| 3Y | -2.3% | +84.3% | -86.7% | -37.3% |
| 5Y | -6.5% | +73.4% | -79.9% | -36.1% |
| All | -6.5% | +73.2% | -79.7% | -36.1% |
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