+835.9%
CDE vs IWD
+71.7%
+764.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.0% |
| 7D | +2.3% | -0.2% | +2.4% | +2.7% |
| 30D | +18.8% | -0.8% | +19.6% | +20.9% |
| 3M | +23.5% | +8.0% | +15.5% | +5.7% |
| 6M | -8.6% | +18.2% | -26.8% | -33.6% |
| YTD | +16.0% | +22.3% | -6.3% | -19.9% |
| 1Y | +42.1% | +28.9% | +13.2% | -10.6% |
| 3Y | +835.9% | +71.5% | +764.4% | +215.3% |
| All | +835.9% | +71.7% | +764.2% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling