-22.8%
CDW vs IBN
+56.7%
-79.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.6% | -4.3% |
| 7D | -3.9% | -2.2% | -1.7% | -3.1% |
| 30D | +6.9% | -2.3% | +9.2% | +7.8% |
| 3M | +7.7% | +15.9% | -8.2% | +2.1% |
| 6M | +18.3% | +5.6% | +12.7% | +15.6% |
| YTD | +7.8% | -0.1% | +7.8% | +7.3% |
| 1Y | -12.2% | -6.5% | -5.6% | -10.5% |
| 3Y | -28.9% | +29.3% | -58.3% | -38.6% |
| 5Y | -22.8% | +56.6% | -79.3% | -41.8% |
| All | -22.8% | +56.7% | -79.5% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling