+269.4%
CDW vs IVZ
+60.3%
+209.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -4.2% | +1.2% | -5.4% | -4.6% |
| 30D | +4.9% | +1.8% | +3.1% | +4.2% |
| 3M | +7.3% | +15.7% | -8.5% | +0.6% |
| 6M | +19.2% | +36.3% | -17.2% | +3.8% |
| YTD | +6.2% | +24.9% | -18.7% | -4.6% |
| 1Y | -14.0% | +48.9% | -63.0% | -28.2% |
| 3Y | -30.0% | +136.8% | -166.8% | -53.1% |
| 5Y | -23.6% | +60.0% | -83.6% | -42.2% |
| 10Y | +269.4% | +63.4% | +206.0% | +139.5% |
| All | +269.4% | +60.3% | +209.0% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling