+137.3%
CTVA vs IWD
+148.2%
-11.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | -20.8% | +2.3% | -23.0% | -22.4% |
| 30D | -29.6% | +3.6% | -33.2% | -32.0% |
| 3M | -16.9% | +2.2% | -19.0% | -18.6% |
| 6M | -24.3% | +13.0% | -37.2% | -33.2% |
| YTD | -5.6% | +26.5% | -32.1% | -26.0% |
| 1Y | -4.2% | +30.1% | -34.3% | -27.1% |
| 3Y | +43.3% | +84.9% | -41.6% | -23.9% |
| 5Y | +35.7% | +73.4% | -37.6% | -23.5% |
| All | +137.3% | +148.2% | -11.0% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling