-10.1%
CDW vs IAG
+505.2%
-515.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.0% |
| 7D | +2.1% | +21.4% | -19.3% | +1.8% |
| 30D | +14.7% | +4.0% | +10.7% | +14.6% |
| 3M | +11.1% | +17.0% | -5.9% | +10.9% |
| 6M | +45.6% | +1.4% | +44.2% | +45.6% |
| YTD | +17.1% | +13.8% | +3.3% | +16.3% |
| 1Y | +13.2% | +55.8% | -42.6% | +10.7% |
| 3Y | -22.2% | +647.4% | -669.6% | -30.5% |
| All | -10.1% | +505.2% | -515.3% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling