+863.2%
CDW vs IRM
+885.1%
-21.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | +9.3% | -8.1% | +17.4% | +12.3% |
| 3M | +9.8% | -9.7% | +19.5% | +13.1% |
| 6M | +23.3% | +10.0% | +13.3% | +17.8% |
| YTD | +13.7% | +43.0% | -29.3% | -1.8% |
| 1Y | -6.5% | +32.7% | -39.2% | -17.5% |
| 3Y | -25.2% | +102.7% | -128.0% | -45.3% |
| 5Y | -19.5% | +187.6% | -207.1% | -49.0% |
| 10Y | +285.8% | +420.1% | -134.3% | +88.7% |
| All | +863.2% | +885.1% | -21.9% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling