+994.1%
CDW vs IRM
+855.2%
+138.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +2.6% | -5.3% | +7.8% | +4.5% |
| 30D | +20.4% | -2.3% | +22.7% | +21.3% |
| 3M | +28.5% | -7.4% | +35.9% | +31.6% |
| 6M | +70.6% | -12.2% | +82.8% | +77.2% |
| YTD | +29.1% | +38.6% | -9.6% | +12.6% |
| 1Y | +23.8% | +14.9% | +8.9% | +15.3% |
| 3Y | -14.5% | +108.2% | -122.7% | -38.1% |
| 5Y | -1.6% | +183.8% | -185.4% | -37.4% |
| 10Y | +322.0% | +512.6% | -190.6% | +99.2% |
| All | +994.1% | +855.2% | +138.9% | +365.1% |
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