+14.8%
CNH vs IWD
+33.0%
-18.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -4.6% |
| 7D | +6.5% | +2.5% | +3.9% | +1.7% |
| 30D | -12.0% | +6.0% | -17.9% | -20.8% |
| 3M | +4.4% | +3.8% | +0.6% | -2.7% |
| 6M | +15.7% | +16.3% | -0.7% | -13.9% |
| YTD | +28.2% | +27.5% | +0.8% | -19.1% |
| 1Y | +14.8% | +32.8% | -18.0% | -32.2% |
| All | +14.8% | +33.0% | -18.3% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling