+331.5%
CDW vs IBB
+130.8%
+200.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.5% |
| 7D | +13.1% | +0.8% | +12.3% | +12.8% |
| 30D | +19.1% | +5.2% | +13.9% | +15.7% |
| 3M | +24.7% | +8.6% | +16.1% | +18.4% |
| 6M | +63.4% | +27.8% | +35.5% | +39.5% |
| YTD | +26.3% | +28.8% | -2.5% | +6.2% |
| 1Y | +20.6% | +36.4% | -15.8% | -2.5% |
| 3Y | -16.3% | +89.3% | -105.7% | -45.9% |
| 5Y | -3.9% | +43.3% | -47.2% | -26.6% |
| 10Y | +331.5% | +130.6% | +200.9% | +143.2% |
| All | +331.5% | +130.8% | +200.7% | +143.2% |
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