+892.4%
CDW vs IRM
+805.0%
+87.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | +2.1% | -8.6% | +10.7% | +5.3% |
| 30D | +14.7% | -8.0% | +22.7% | +18.0% |
| 3M | +11.1% | -12.0% | +23.1% | +15.9% |
| 6M | +45.6% | -18.2% | +63.7% | +54.8% |
| YTD | +17.1% | +31.4% | -14.3% | +4.1% |
| 1Y | +13.2% | +9.2% | +4.0% | +7.3% |
| 3Y | -22.2% | +94.6% | -116.8% | -42.3% |
| 5Y | -10.1% | +170.2% | -180.3% | -41.9% |
| 10Y | +307.0% | +464.3% | -157.3% | +96.9% |
| All | +892.4% | +805.0% | +87.5% | +329.8% |
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