+994.1%
CDW vs IVZ
+53.3%
+940.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.6% | -2.8% | +5.3% | +3.7% |
| 30D | +20.4% | -2.2% | +22.5% | +21.6% |
| 3M | +28.5% | -8.1% | +36.6% | +32.8% |
| 6M | +70.6% | +3.8% | +66.8% | +66.5% |
| YTD | +29.1% | +11.5% | +17.6% | +21.2% |
| 1Y | +23.8% | +23.7% | +0.1% | +11.4% |
| 3Y | -14.5% | +145.8% | -160.3% | -43.3% |
| 5Y | -1.6% | +36.1% | -37.7% | -20.1% |
| 10Y | +322.0% | +42.4% | +279.6% | +192.3% |
| All | +994.1% | +53.3% | +940.8% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling