-22.9%
CDW vs IFF
-36.2%
+13.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.4% | -2.8% | -4.6% | -6.9% |
| 30D | +5.8% | -1.1% | +7.0% | +6.0% |
| 3M | +10.8% | +13.8% | -3.0% | +7.9% |
| 6M | +21.5% | +16.7% | +4.8% | +15.8% |
| YTD | +6.4% | +26.1% | -19.8% | -1.3% |
| 1Y | -14.8% | +33.5% | -48.3% | -22.4% |
| 3Y | -29.9% | +31.6% | -61.5% | -37.4% |
| 5Y | -22.9% | -34.9% | +12.0% | -14.9% |
| All | -22.9% | -36.2% | +13.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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