+10.3%
CNH vs IWD
+70.7%
-60.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +5.1% |
| 7D | +23.3% | -0.3% | +23.6% | +23.8% |
| 30D | +33.5% | +0.6% | +32.9% | +32.0% |
| 3M | +32.7% | +7.2% | +25.5% | +19.0% |
| 6M | +22.2% | +16.2% | +6.0% | -2.9% |
| YTD | +57.7% | +23.3% | +34.4% | +14.9% |
| 1Y | +28.0% | +29.6% | -1.6% | -13.3% |
| All | +10.3% | +70.7% | -60.3% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling