+205.4%
CTVA vs IWD
+148.7%
+56.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.4% |
| 30D | -8.7% | +3.6% | -12.3% | -12.0% |
| 3M | +6.4% | +2.7% | +3.7% | +3.5% |
| 6M | -1.9% | +13.2% | -15.1% | -13.8% |
| YTD | +21.5% | +26.8% | -5.2% | -5.1% |
| 1Y | +24.3% | +29.3% | -5.0% | -4.9% |
| 3Y | +91.8% | +85.1% | +6.7% | +1.6% |
| 5Y | +78.4% | +74.2% | +4.2% | 0.0% |
| All | +205.4% | +148.7% | +56.7% | +18.1% |
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