+756.6%
IWM vs CHD
+5,147.3%
-4,390.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +0.6% | +11.6% | -11.0% | -3.1% |
| 3M | -7.8% | +10.7% | -18.5% | -11.0% |
| 6M | -1.0% | +20.2% | -21.2% | -7.4% |
| YTD | +13.9% | +34.5% | -20.6% | +2.1% |
| 1Y | +15.4% | +32.6% | -17.1% | +4.0% |
| 3Y | +70.2% | +29.1% | +41.1% | +51.7% |
| 5Y | +23.7% | +31.5% | -7.9% | +7.4% |
| 10Y | +147.8% | +190.9% | -43.1% | +50.3% |
| All | +756.6% | +5,147.3% | -4,390.7% | +128.1% |
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