+200.5%
IWD vs CHD
+123.8%
+76.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.2% | -4.2% | +3.0% | -0.1% |
| 30D | -1.6% | -7.6% | +5.9% | +0.3% |
| 3M | +7.0% | -1.6% | +8.6% | +7.3% |
| 6M | +17.0% | -6.3% | +23.3% | +18.5% |
| YTD | +21.6% | +14.6% | +7.0% | +16.8% |
| 1Y | +28.0% | +1.6% | +26.4% | +26.6% |
| 3Y | +70.6% | +3.1% | +67.4% | +66.3% |
| 5Y | +73.3% | +21.1% | +52.3% | +59.0% |
| 10Y | +200.5% | +128.6% | +71.9% | +136.8% |
| All | +200.5% | +123.8% | +76.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling