+800.0%
CDW vs IFF
+48.6%
+751.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | -4.2% | -3.0% | -1.2% | -3.3% |
| 30D | +4.9% | -0.9% | +5.8% | +5.1% |
| 3M | +7.3% | +11.8% | -4.6% | +2.8% |
| 6M | +19.2% | +16.5% | +2.6% | +9.3% |
| YTD | +6.2% | +26.5% | -20.3% | -6.0% |
| 1Y | -14.0% | +32.7% | -46.7% | -25.5% |
| 3Y | -30.0% | +32.0% | -62.0% | -41.0% |
| 5Y | -23.6% | -36.1% | +12.5% | -16.0% |
| 10Y | +269.4% | -20.1% | +289.4% | +245.5% |
| All | +800.0% | +48.6% | +751.3% | +563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling