+201.7%
IWD vs CHD
+196.1%
+5.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.3% | +3.6% | -1.4% | +1.4% |
| 30D | +3.6% | +10.4% | -6.8% | +1.0% |
| 3M | +2.2% | +12.2% | -10.0% | -0.9% |
| 6M | +13.0% | +19.9% | -7.0% | +7.6% |
| YTD | +26.5% | +36.4% | -9.9% | +16.2% |
| 1Y | +30.1% | +35.1% | -5.0% | +19.7% |
| 3Y | +84.9% | +29.2% | +55.7% | +70.0% |
| 5Y | +73.4% | +33.4% | +40.0% | +55.4% |
| All | +201.7% | +196.1% | +5.6% | +125.5% |
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