+901.2%
CDW vs IBB
+270.7%
+630.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.0% | -1.1% | -3.6% |
| 7D | -4.1% | -3.6% | -0.5% | -2.1% |
| 30D | +16.7% | +3.4% | +13.4% | +14.9% |
| 3M | +13.6% | +9.5% | +4.1% | +8.2% |
| 6M | +17.0% | +23.3% | -6.3% | +4.0% |
| YTD | +18.1% | +24.5% | -6.4% | +3.8% |
| 1Y | +10.5% | +32.9% | -22.5% | -6.4% |
| 3Y | -20.9% | +76.6% | -97.5% | -42.7% |
| 5Y | -9.3% | +35.5% | -44.8% | -25.6% |
| 10Y | +310.6% | +156.7% | +153.8% | +153.0% |
| All | +901.2% | +270.7% | +630.6% | +477.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling