-14.9%
CNH vs IWD
+68.9%
-83.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +6.5% | +0.9% | +5.7% | +4.9% |
| 6M | +7.9% | +10.5% | -2.7% | -6.9% |
| YTD | +26.6% | +23.7% | +2.9% | -6.5% |
| 1Y | +13.8% | +28.7% | -15.0% | -20.6% |
| 3Y | +9.2% | +79.7% | -70.5% | -51.9% |
| All | -14.9% | +68.9% | -83.8% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling