+167.5%
CNH vs IWD
+198.0%
-30.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +5.0% |
| 7D | +23.3% | -0.3% | +23.6% | +23.7% |
| 30D | +33.5% | +0.6% | +32.9% | +32.2% |
| 3M | +32.7% | +7.2% | +25.5% | +20.8% |
| 6M | +22.2% | +16.2% | +6.0% | +0.2% |
| YTD | +57.7% | +23.3% | +34.4% | +19.5% |
| 1Y | +28.0% | +29.6% | -1.6% | -9.2% |
| 3Y | +11.5% | +70.5% | -58.9% | -44.5% |
| 5Y | +11.9% | +73.5% | -61.6% | -44.7% |
| All | +167.5% | +198.0% | -30.6% | -31.6% |
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