+194.7%
IWD vs CPB
-45.7%
+240.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -0.2% | -8.2% | +8.1% | +1.1% |
| 30D | -0.8% | -5.6% | +4.8% | 0.0% |
| 3M | +8.0% | +3.0% | +5.1% | +7.2% |
| 6M | +18.2% | -12.7% | +30.9% | +20.2% |
| YTD | +22.3% | -18.0% | +40.3% | +25.5% |
| 1Y | +28.9% | -31.7% | +60.6% | +36.1% |
| 3Y | +71.5% | -41.0% | +112.5% | +84.0% |
| 5Y | +73.6% | -38.4% | +112.0% | +83.5% |
| 10Y | +194.7% | -45.0% | +239.6% | +215.4% |
| All | +194.7% | -45.7% | +240.4% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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