+266.1%
CDW vs IRM
+407.3%
-141.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.9% |
| 7D | -3.9% | +1.6% | -5.5% | -4.4% |
| 30D | +6.9% | -4.2% | +11.1% | +8.4% |
| 3M | +7.7% | -5.4% | +13.1% | +9.2% |
| 6M | +18.3% | +12.0% | +6.3% | +11.7% |
| YTD | +7.8% | +42.0% | -34.3% | -7.9% |
| 1Y | -12.2% | +29.9% | -42.0% | -22.7% |
| 3Y | -28.9% | +104.4% | -133.3% | -50.1% |
| 5Y | -22.8% | +191.0% | -213.8% | -54.2% |
| 10Y | +266.1% | +417.1% | -151.1% | +62.7% |
| All | +266.1% | +407.3% | -141.2% | +62.7% |
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