+2.8%
CNC vs IWD
+73.8%
-71.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | -1.8% | -0.8% | -1.0% | -1.2% |
| 3M | -0.7% | +8.0% | -8.7% | -6.0% |
| 6M | +47.9% | +18.2% | +29.8% | +31.2% |
| YTD | +56.9% | +22.3% | +34.6% | +35.8% |
| 1Y | +123.9% | +28.9% | +95.0% | +87.0% |
| 3Y | -1.3% | +71.5% | -72.8% | -34.0% |
| 5Y | +2.8% | +73.6% | -70.8% | -31.5% |
| All | +2.8% | +73.8% | -71.1% | -31.5% |
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