+724.9%
IWF vs CHD
+4,433.9%
-3,708.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +1.5% | -2.9% | +4.4% | +2.4% |
| 30D | -1.3% | -6.2% | +4.9% | +0.5% |
| 3M | +0.1% | +1.6% | -1.4% | -0.7% |
| 6M | +10.3% | -3.5% | +13.8% | +10.8% |
| YTD | +4.2% | +16.2% | -12.1% | -1.4% |
| 1Y | +9.3% | +3.4% | +5.9% | +6.9% |
| 3Y | +79.3% | +4.6% | +74.7% | +71.5% |
| 5Y | +73.8% | +21.1% | +52.6% | +55.9% |
| 10Y | +410.9% | +126.5% | +284.4% | +261.3% |
| All | +724.9% | +4,433.9% | -3,708.9% | +178.0% |
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 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