+34.8%
CNH vs IWD
+296.2%
-261.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.2% |
| 30D | -7.2% | +2.7% | -9.9% | -10.6% |
| 3M | +6.5% | +0.9% | +5.7% | +5.0% |
| 6M | +7.9% | +10.5% | -2.7% | -5.7% |
| YTD | +26.6% | +23.7% | +2.9% | -4.1% |
| 1Y | +13.8% | +28.7% | -15.0% | -18.3% |
| 3Y | +9.2% | +79.7% | -70.5% | -48.8% |
| 5Y | -15.6% | +69.7% | -85.3% | -56.7% |
| 10Y | +119.2% | +211.4% | -92.2% | -44.1% |
| All | +34.8% | +296.2% | -261.4% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling