+298.9%
CDW vs IVZ
+43.7%
+255.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.6% |
| 7D | +9.3% | +7.6% | +1.7% | +6.2% |
| 30D | +14.4% | +4.3% | +10.0% | +12.7% |
| 3M | +21.4% | -9.3% | +30.8% | +26.1% |
| 6M | +72.8% | +5.2% | +67.6% | +67.7% |
| YTD | +28.0% | +13.4% | +14.6% | +19.3% |
| 1Y | +19.3% | +25.4% | -6.0% | +6.8% |
| 3Y | -15.3% | +152.5% | -167.8% | -44.7% |
| 5Y | -3.8% | +36.7% | -40.5% | -22.2% |
| All | +298.9% | +43.7% | +255.2% | +172.6% |
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