+26.4%
CNH vs IWD
+29.9%
-3.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +5.2% |
| 7D | +23.3% | -0.3% | +23.6% | +23.8% |
| 30D | +33.5% | +0.6% | +32.9% | +31.7% |
| 3M | +32.7% | +7.2% | +25.5% | +16.6% |
| 6M | +22.2% | +16.2% | +6.0% | -7.7% |
| YTD | +57.7% | +23.3% | +34.4% | +9.5% |
| All | +26.4% | +29.9% | -3.4% | -17.3% |
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