+319.5%
CDW vs IAG
+326.7%
-7.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -0.9% | +4.8% |
| 7D | +9.3% | +24.0% | -14.7% | +8.9% |
| 30D | +15.8% | +5.5% | +10.3% | +15.6% |
| 3M | +21.8% | +8.3% | +13.5% | +21.6% |
| 6M | +58.8% | +6.1% | +52.7% | +58.5% |
| YTD | +22.8% | +20.3% | +2.5% | +21.9% |
| 1Y | +17.9% | +56.5% | -38.6% | +16.0% |
| 3Y | -17.4% | +762.6% | -780.0% | -23.7% |
| 5Y | -5.7% | +546.3% | -552.0% | -14.2% |
| 10Y | +319.5% | +356.1% | -36.6% | +282.3% |
| All | +319.5% | +326.7% | -7.2% | +282.3% |
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