+94.1%
CRH vs IWD
+74.6%
+19.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.2% |
| 7D | -6.1% | -0.8% | -5.3% | -5.0% |
| 30D | -9.3% | -0.8% | -8.4% | -8.2% |
| 3M | -15.2% | +6.9% | -22.1% | -22.5% |
| 6M | -14.2% | +18.3% | -32.5% | -31.4% |
| YTD | -28.3% | +22.4% | -50.6% | -45.0% |
| 1Y | -21.8% | +27.4% | -49.2% | -43.2% |
| 3Y | +71.6% | +71.2% | +0.5% | -14.1% |
| All | +94.1% | +74.6% | +19.5% | -3.4% |
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