+38.4%
IWD vs CAI
-7.1%
+45.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | +0.6% | +52.4% | -51.8% | -1.5% |
| 3M | +7.2% | +45.1% | -37.9% | +5.2% |
| 6M | +16.2% | +26.2% | -10.0% | +14.2% |
| YTD | +23.3% | -7.1% | +30.4% | +22.3% |
| 1Y | +29.6% | -31.0% | +60.6% | +29.8% |
| All | +38.4% | -7.1% | +45.6% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling