+218.9%
CTVA vs IWD
+137.9%
+81.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -4.7% | -2.3% | -2.3% | -2.3% |
| 30D | +11.1% | -1.8% | +12.9% | +13.1% |
| 3M | +13.7% | +8.0% | +5.7% | +4.9% |
| 6M | +11.2% | +17.0% | -5.8% | -5.7% |
| YTD | +26.9% | +21.3% | +5.6% | +3.7% |
| 1Y | +18.8% | +27.9% | -9.1% | -8.2% |
| 3Y | +75.9% | +70.1% | +5.9% | +1.7% |
| 5Y | +105.2% | +74.2% | +31.1% | +14.8% |
| All | +218.9% | +137.9% | +81.0% | +29.0% |
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