-14.0%
CDW vs IAG
+102.4%
-116.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.1% |
| 30D | +4.9% | +11.4% | -6.6% | +6.3% |
| 3M | +7.3% | +33.0% | -25.7% | +11.4% |
| 6M | +19.2% | -6.0% | +25.2% | +24.7% |
| YTD | +6.2% | +24.6% | -18.4% | +7.7% |
| 1Y | -14.0% | +105.0% | -119.0% | -24.4% |
| All | -14.0% | +102.4% | -116.4% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling