+749.4%
IWD vs CHD
+5,160.9%
-4,411.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +3.6% | +12.2% | -8.6% | -0.1% |
| 3M | +2.7% | +9.3% | -6.7% | -0.3% |
| 6M | +13.2% | +24.3% | -11.1% | +5.3% |
| YTD | +26.8% | +34.9% | -8.1% | +14.5% |
| 1Y | +29.3% | +32.7% | -3.4% | +17.3% |
| 3Y | +85.1% | +29.4% | +55.7% | +67.1% |
| 5Y | +74.2% | +31.7% | +42.5% | +54.1% |
| 10Y | +204.6% | +191.7% | +12.9% | +99.4% |
| All | +749.4% | +5,160.9% | -4,411.4% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling