+55.1%
CDE vs IWD
+202.4%
-147.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.3% |
| 7D | -2.3% | +1.7% | -3.9% | -4.3% |
| 30D | -12.1% | +3.2% | -15.3% | -15.5% |
| 3M | -23.9% | +2.3% | -26.2% | -25.9% |
| 6M | -29.0% | +12.9% | -42.0% | -38.6% |
| YTD | -19.7% | +26.2% | -45.9% | -38.7% |
| 1Y | -8.4% | +28.3% | -36.7% | -31.2% |
| 3Y | +578.5% | +84.4% | +494.1% | +239.6% |
| 5Y | +100.2% | +73.0% | +27.3% | +10.5% |
| All | +55.1% | +202.4% | -147.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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