-18.9%
CDW vs IRM
+189.3%
-208.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | +9.3% | -8.1% | +17.4% | +12.2% |
| 3M | +9.8% | -9.7% | +19.5% | +13.0% |
| 6M | +23.3% | +10.0% | +13.3% | +17.5% |
| YTD | +13.7% | +43.0% | -29.3% | -2.4% |
| 1Y | -6.5% | +32.7% | -39.2% | -18.0% |
| 3Y | -25.2% | +102.7% | -128.0% | -48.4% |
| All | -18.9% | +189.3% | -208.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling