+73.2%
IWD vs CPB
-33.2%
+106.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | +2.3% | -1.6% | +3.8% | +2.5% |
| 30D | +3.6% | +19.2% | -15.6% | +1.4% |
| 3M | +2.2% | -0.9% | +3.1% | +2.1% |
| 6M | +13.0% | +15.2% | -2.3% | +10.5% |
| YTD | +26.5% | -13.1% | +39.6% | +28.4% |
| 1Y | +30.1% | -22.4% | +52.6% | +34.4% |
| 3Y | +84.9% | -35.3% | +120.2% | +94.3% |
| All | +73.2% | -33.2% | +106.4% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling