+726.5%
IWD vs CPB
+52.6%
+673.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.3% |
| 7D | -0.3% | -8.6% | +8.3% | +2.3% |
| 30D | +0.6% | -7.2% | +7.8% | +2.6% |
| 3M | +7.2% | +0.9% | +6.3% | +6.2% |
| 6M | +16.2% | -11.8% | +28.0% | +19.4% |
| YTD | +23.3% | -19.4% | +42.7% | +29.8% |
| 1Y | +29.6% | -30.4% | +59.9% | +42.2% |
| 3Y | +70.5% | -40.2% | +110.6% | +92.2% |
| 5Y | +73.5% | -39.5% | +113.0% | +91.5% |
| 10Y | +198.3% | -47.4% | +245.7% | +228.6% |
| All | +726.5% | +52.6% | +673.9% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling