-17.4%
CNH vs IWD
+73.1%
-90.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.6% |
| 7D | +6.4% | +1.7% | +4.7% | +4.1% |
| 30D | -1.6% | +3.2% | -4.9% | -6.0% |
| 3M | +11.6% | +2.3% | +9.3% | +7.9% |
| 6M | +12.5% | +12.9% | -0.4% | -5.6% |
| YTD | +31.1% | +26.2% | +4.8% | -5.8% |
| 1Y | +17.0% | +28.3% | -11.3% | -17.8% |
| 3Y | +28.7% | +84.4% | -55.6% | -45.2% |
| 5Y | -17.4% | +73.0% | -90.4% | -61.3% |
| All | -17.4% | +73.1% | -90.5% | -61.3% |
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 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