+231.7%
CTVA vs IWD
+142.0%
+89.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.2% |
| 7D | +4.9% | -0.3% | +5.2% | +5.2% |
| 30D | +11.9% | +0.6% | +11.3% | +11.2% |
| 3M | +13.7% | +7.2% | +6.4% | +5.6% |
| 6M | +13.1% | +16.2% | -3.1% | -3.4% |
| YTD | +32.0% | +23.3% | +8.6% | +6.0% |
| 1Y | +22.1% | +29.6% | -7.5% | -6.9% |
| 3Y | +77.5% | +70.5% | +7.0% | +2.3% |
| 5Y | +106.3% | +73.5% | +32.8% | +16.0% |
| All | +231.7% | +142.0% | +89.7% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling