+863.2%
CDW vs IBN
+390.9%
+472.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | +9.3% | -0.3% | +9.6% | +9.4% |
| 3M | +9.8% | +17.1% | -7.3% | +5.1% |
| 6M | +23.3% | +3.4% | +19.9% | +21.7% |
| YTD | +13.7% | +2.5% | +11.1% | +12.3% |
| 1Y | -6.5% | -4.2% | -2.3% | -6.1% |
| 3Y | -25.2% | +32.4% | -57.6% | -32.0% |
| 5Y | -19.5% | +59.2% | -78.7% | -30.8% |
| 10Y | +285.8% | +345.7% | -59.9% | +155.7% |
| All | +863.2% | +390.9% | +472.3% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling