-15.4%
CRH vs IWD
+18.5%
-34.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.2% |
| 7D | -3.6% | -1.2% | -2.4% | -1.4% |
| 30D | -10.8% | -1.6% | -9.2% | -7.9% |
| 3M | -13.5% | +7.0% | -20.5% | -24.5% |
| 6M | -15.4% | +17.0% | -32.4% | -39.5% |
| All | -15.4% | +18.5% | -34.0% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling