+19.6%
CDW vs IRM
+16.9%
+2.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +9.1% | +8.6% | +0.5% | +7.2% |
| 30D | +13.7% | 0.0% | +13.7% | +13.8% |
| 3M | +27.0% | -7.1% | +34.2% | +28.1% |
| 6M | +75.9% | -7.9% | +83.8% | +76.9% |
| YTD | +28.9% | +41.3% | -12.4% | +17.0% |
| 1Y | +19.6% | +20.7% | -1.1% | +14.3% |
| All | +19.6% | +16.9% | +2.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling