+331.5%
CDW vs IVZ
+48.7%
+282.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +13.1% | +2.2% | +10.9% | +12.3% |
| 30D | +19.1% | -2.2% | +21.3% | +20.3% |
| 3M | +24.7% | -8.4% | +33.2% | +29.2% |
| 6M | +63.4% | +6.2% | +57.2% | +57.9% |
| YTD | +26.3% | +12.4% | +13.9% | +18.2% |
| 1Y | +20.6% | +26.0% | -5.4% | +7.7% |
| 3Y | -16.3% | +147.9% | -164.2% | -45.0% |
| 5Y | -3.9% | +38.8% | -42.7% | -22.8% |
| 10Y | +331.5% | +44.6% | +286.9% | +191.2% |
| All | +331.5% | +48.7% | +282.8% | +191.2% |
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