-44.0%
CDE vs IWD
+747.8%
-791.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.5% |
| 7D | -9.6% | +2.3% | -11.9% | -11.7% |
| 30D | -6.7% | +3.6% | -10.3% | -10.0% |
| 3M | -24.2% | +2.2% | -26.4% | -25.7% |
| 6M | -29.1% | +13.0% | -42.1% | -36.9% |
| YTD | -21.5% | +26.5% | -48.0% | -37.1% |
| 1Y | -7.4% | +30.1% | -37.5% | -27.8% |
| 3Y | +596.3% | +84.9% | +511.4% | +291.4% |
| 5Y | +95.7% | +73.4% | +22.4% | +21.0% |
| 10Y | +53.0% | +204.0% | -151.1% | -44.6% |
| All | -44.0% | +747.8% | -791.8% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling