+40.0%
IWM vs CHD
+21.8%
+18.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.8% |
| 30D | -2.3% | -6.2% | +3.9% | -1.6% |
| 3M | +4.0% | +1.6% | +2.4% | +3.7% |
| 6M | +17.9% | -3.5% | +21.5% | +18.3% |
| YTD | +20.2% | +16.2% | +4.0% | +17.6% |
| 1Y | +25.0% | +3.4% | +21.6% | +24.1% |
| 3Y | +66.0% | +4.6% | +61.4% | +62.7% |
| 5Y | +40.0% | +21.1% | +18.9% | +31.6% |
| All | +40.0% | +21.8% | +18.2% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling