+863.2%
CDW vs IAG
+439.4%
+423.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | +9.3% | +28.9% | -19.6% | +9.1% |
| 3M | +9.8% | +19.1% | -9.3% | +9.7% |
| 6M | +23.3% | -10.3% | +33.6% | +23.7% |
| YTD | +13.7% | +24.2% | -10.5% | +13.2% |
| 1Y | -6.5% | +116.5% | -123.0% | -7.8% |
| 3Y | -25.2% | +742.8% | -768.0% | -28.5% |
| 5Y | -19.5% | +753.3% | -772.8% | -23.9% |
| 10Y | +285.8% | +403.2% | -117.4% | +265.9% |
| All | +863.2% | +439.4% | +423.9% | +847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling