+726.5%
IWD vs CAKE
+1,056.4%
-329.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -0.3% | -4.0% | +3.7% | +0.7% |
| 30D | +0.6% | +2.4% | -1.8% | -0.2% |
| 3M | +7.2% | +69.0% | -61.7% | -6.6% |
| 6M | +16.2% | +69.3% | -53.1% | +0.7% |
| YTD | +23.3% | +115.8% | -92.4% | +0.3% |
| 1Y | +29.6% | +79.3% | -49.8% | +9.9% |
| 3Y | +70.5% | +262.0% | -191.6% | +17.9% |
| 5Y | +73.5% | +165.7% | -92.2% | +24.4% |
| 10Y | +198.3% | +158.9% | +39.4% | +86.8% |
| All | +726.5% | +1,056.4% | -329.9% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling