+269.4%
CDW vs IAG
+401.0%
-131.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -4.2% | +1.7% | -5.9% | -4.3% |
| 30D | +4.9% | +11.4% | -6.6% | +4.7% |
| 3M | +7.3% | +33.0% | -25.7% | +6.9% |
| 6M | +19.2% | -6.0% | +25.2% | +19.5% |
| YTD | +6.2% | +24.6% | -18.4% | +5.4% |
| 1Y | -14.0% | +105.0% | -119.0% | -16.0% |
| 3Y | -30.0% | +837.9% | -867.9% | -35.4% |
| 5Y | -23.6% | +817.0% | -840.6% | -30.8% |
| 10Y | +269.4% | +425.3% | -155.9% | +234.5% |
| All | +269.4% | +401.0% | -131.6% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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