-18.9%
CDW vs IVZ
+64.2%
-83.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +3.2% | +0.6% | +2.5% | +2.9% |
| 30D | +9.3% | +4.0% | +5.3% | +7.8% |
| 3M | +9.8% | +18.2% | -8.4% | +2.6% |
| 6M | +23.3% | +32.8% | -9.5% | +9.1% |
| YTD | +13.7% | +28.7% | -15.1% | +1.4% |
| 1Y | -6.5% | +55.4% | -61.9% | -22.8% |
| 3Y | -25.2% | +135.2% | -160.5% | -49.6% |
| All | -18.9% | +64.2% | -83.1% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling