+124.0%
CNH vs IWD
+212.1%
-88.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +8.2% |
| 7D | +8.6% | +1.3% | +7.3% | +6.8% |
| 30D | +12.6% | +3.6% | +9.0% | +7.4% |
| 3M | +17.5% | +2.3% | +15.2% | +13.8% |
| 6M | +18.1% | +13.0% | +5.1% | +0.2% |
| YTD | +40.4% | +26.2% | +14.2% | +3.3% |
| 1Y | +34.0% | +30.5% | +3.5% | -5.7% |
| 3Y | +35.3% | +86.2% | -50.9% | -40.2% |
| 5Y | -5.1% | +72.9% | -78.0% | -52.9% |
| 10Y | +124.0% | +205.0% | -81.0% | -43.2% |
| All | +124.0% | +212.1% | -88.0% | -43.2% |
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 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