+319.5%
CDW vs IRM
+480.4%
-160.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.8% | +3.3% |
| 7D | +9.3% | -3.8% | +13.1% | +10.9% |
| 30D | +15.8% | -3.2% | +19.0% | +17.1% |
| 3M | +21.8% | -7.8% | +29.6% | +25.2% |
| 6M | +58.8% | -12.7% | +71.5% | +65.7% |
| YTD | +22.8% | +36.7% | -13.9% | +6.2% |
| 1Y | +17.9% | +10.0% | +7.9% | +10.9% |
| 3Y | -17.4% | +107.2% | -124.7% | -42.6% |
| 5Y | -5.7% | +181.6% | -187.3% | -43.5% |
| 10Y | +319.5% | +481.1% | -161.7% | +83.7% |
| All | +319.5% | +480.4% | -160.9% | +83.7% |
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