+222.8%
IAU vs CDW
+262.5%
-39.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +0.2% | -4.2% | +4.4% | +0.1% |
| 30D | +0.2% | +4.9% | -4.6% | +0.3% |
| 3M | +3.3% | +7.3% | -4.0% | +3.4% |
| 6M | -14.6% | +19.2% | -33.7% | -14.3% |
| YTD | +1.9% | +6.2% | -4.3% | +2.1% |
| 1Y | +20.9% | -14.0% | +34.9% | +21.0% |
| 3Y | +127.5% | -30.0% | +157.5% | +127.6% |
| 5Y | +141.9% | -23.6% | +165.5% | +142.0% |
| 10Y | +222.8% | +269.4% | -46.6% | +256.5% |
| All | +222.8% | +262.5% | -39.7% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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