+74.2%
IWD vs CAKE
+152.3%
-78.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -2.3% | -5.6% | +3.3% | -1.3% |
| 30D | -1.8% | -10.5% | +8.7% | +0.1% |
| 3M | +8.0% | +43.6% | -35.6% | +0.3% |
| 6M | +17.0% | +63.0% | -46.1% | +5.6% |
| YTD | +21.3% | +102.9% | -81.6% | +4.6% |
| 1Y | +27.9% | +75.6% | -47.7% | +13.2% |
| 3Y | +70.1% | +257.7% | -187.7% | +28.3% |
| 5Y | +74.2% | +156.0% | -81.8% | +33.6% |
| All | +74.2% | +152.3% | -78.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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