+54.3%
CDE vs IWD
+201.1%
-146.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -2.8% |
| 7D | -6.1% | -2.3% | -3.7% | -3.1% |
| 30D | +9.5% | -1.8% | +11.3% | +12.1% |
| 3M | +32.0% | +8.0% | +24.0% | +20.1% |
| 6M | -12.8% | +17.0% | -29.8% | -27.4% |
| YTD | +14.2% | +21.3% | -7.1% | -8.4% |
| 1Y | +36.3% | +27.9% | +8.3% | +2.7% |
| 3Y | +821.4% | +70.1% | +751.3% | +407.9% |
| 5Y | +194.3% | +74.2% | +120.1% | +62.6% |
| All | +54.3% | +201.1% | -146.8% | -46.9% |
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