+302.2%
CDW vs IRM
+512.8%
-210.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | +2.6% | -5.3% | +7.8% | +4.6% |
| 30D | +20.4% | -2.3% | +22.7% | +21.4% |
| 3M | +28.5% | -7.4% | +35.9% | +31.9% |
| 6M | +70.6% | -12.2% | +82.8% | +77.7% |
| YTD | +29.1% | +38.6% | -9.6% | +11.1% |
| 1Y | +23.8% | +14.9% | +8.9% | +14.5% |
| 3Y | -14.5% | +108.2% | -122.7% | -40.7% |
| 5Y | -1.6% | +183.8% | -185.4% | -41.2% |
| All | +302.2% | +512.8% | -210.6% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling