+13.1%
CNH vs IWD
+73.6%
-60.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +5.0% |
| 7D | +23.3% | -0.3% | +23.6% | +23.7% |
| 30D | +33.5% | +0.6% | +32.9% | +32.1% |
| 3M | +32.7% | +7.2% | +25.5% | +19.9% |
| 6M | +22.2% | +16.2% | +6.0% | -1.3% |
| YTD | +57.7% | +23.3% | +34.4% | +17.1% |
| 1Y | +28.0% | +29.6% | -1.6% | -11.4% |
| 3Y | +11.5% | +70.5% | -58.9% | -47.0% |
| All | +13.1% | +73.6% | -60.5% | -47.8% |
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