+283.4%
CDW vs IBB
+129.6%
+153.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | +3.2% | +1.4% | +1.8% | +2.3% |
| 30D | +9.3% | +10.5% | -1.2% | +2.9% |
| 3M | +9.8% | +23.6% | -13.8% | -3.6% |
| 6M | +23.3% | +22.6% | +0.7% | +7.9% |
| YTD | +13.7% | +25.7% | -12.0% | -2.5% |
| 1Y | -6.5% | +51.4% | -57.9% | -28.8% |
| 3Y | -25.2% | +64.4% | -89.6% | -46.6% |
| 5Y | -19.5% | +22.1% | -41.6% | -31.7% |
| All | +283.4% | +129.6% | +153.8% | +127.5% |
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