+4,802.6%
CNC vs IWD
+748.6%
+4,054.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -5.3% | +1.7% | -6.9% | -6.6% |
| 30D | +2.0% | +3.2% | -1.2% | -0.5% |
| 3M | +4.8% | +2.3% | +2.5% | +3.1% |
| 6M | +18.5% | +12.9% | +5.5% | +7.1% |
| YTD | +70.8% | +26.2% | +44.5% | +40.6% |
| 1Y | +94.1% | +28.3% | +65.8% | +57.9% |
| 3Y | -2.2% | +84.4% | -86.6% | -42.1% |
| 5Y | -7.4% | +73.0% | -80.3% | -42.6% |
| 10Y | +177.3% | +203.3% | -26.0% | +8.5% |
| All | +4,802.6% | +748.6% | +4,054.0% | +646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling