+298.9%
CDW vs IBB
+126.8%
+172.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | +9.3% | -0.5% | +9.9% | +9.7% |
| 30D | +14.4% | +4.6% | +9.8% | +11.6% |
| 3M | +21.4% | +6.8% | +14.6% | +16.4% |
| 6M | +72.8% | +23.1% | +49.7% | +51.0% |
| YTD | +28.0% | +26.0% | +2.0% | +9.0% |
| 1Y | +19.3% | +30.4% | -11.0% | -0.7% |
| 3Y | -15.3% | +85.4% | -100.7% | -44.5% |
| 5Y | -3.8% | +39.7% | -43.5% | -25.4% |
| All | +298.9% | +126.8% | +172.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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