+36.5%
IWD vs CAI
-11.0%
+47.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -1.2% | -3.1% | +1.9% | -1.0% |
| 30D | -1.6% | +2.7% | -4.3% | -1.8% |
| 3M | +7.0% | +41.7% | -34.7% | +5.1% |
| 6M | +17.0% | +26.5% | -9.5% | +14.9% |
| YTD | +21.6% | -10.9% | +32.6% | +20.9% |
| 1Y | +28.0% | -29.2% | +57.2% | +28.1% |
| All | +36.5% | -11.0% | +47.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling