+671.1%
IWF vs CHD
+5,221.6%
-4,550.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +2.8% | +3.6% | -0.8% | +1.7% |
| 30D | -7.5% | +10.4% | -18.0% | -10.4% |
| 3M | -8.5% | +12.2% | -20.7% | -11.8% |
| 6M | -7.4% | +19.9% | -27.3% | -12.9% |
| YTD | -2.6% | +36.4% | -39.1% | -12.3% |
| 1Y | -1.8% | +35.1% | -37.0% | -11.4% |
| 3Y | +65.5% | +29.2% | +36.3% | +48.3% |
| 5Y | +55.8% | +33.4% | +22.5% | +36.1% |
| 10Y | +384.9% | +195.0% | +189.8% | +215.5% |
| All | +671.1% | +5,221.6% | -4,550.5% | +147.3% |
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