+9.2%
CNH vs IWD
+78.7%
-69.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.1% |
| 30D | -7.2% | +2.7% | -9.9% | -11.2% |
| 3M | +6.5% | +0.9% | +5.7% | +4.7% |
| 6M | +7.9% | +10.5% | -2.7% | -7.9% |
| YTD | +26.6% | +23.7% | +2.9% | -8.2% |
| 1Y | +13.8% | +28.7% | -15.0% | -22.2% |
| 3Y | +9.2% | +79.7% | -70.5% | -58.7% |
| All | +9.2% | +78.7% | -69.5% | -58.7% |
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