+413.4%
IWF vs CHD
+126.1%
+287.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.9% | -4.5% | +3.5% | +0.1% |
| 30D | -1.7% | -6.7% | +5.0% | -0.3% |
| 3M | +0.7% | -2.7% | +3.4% | +1.0% |
| 6M | +8.6% | -4.9% | +13.5% | +9.4% |
| YTD | +3.5% | +13.3% | -9.8% | -0.3% |
| 1Y | +7.0% | +1.0% | +6.0% | +5.9% |
| 3Y | +76.3% | +1.3% | +75.0% | +71.1% |
| 5Y | +74.8% | +20.8% | +53.9% | +57.0% |
| All | +413.4% | +126.1% | +287.3% | +294.0% |
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