+106.7%
IAU vs CDW
-15.4%
+122.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.6% |
| 7D | +2.8% | +13.1% | -10.3% | +3.0% |
| 30D | -4.0% | +19.1% | -23.1% | -3.6% |
| 3M | -8.2% | +24.7% | -32.9% | -7.6% |
| 6M | -14.8% | +63.4% | -78.1% | -13.2% |
| YTD | -6.7% | +26.3% | -33.0% | -5.6% |
| 1Y | -2.2% | +20.6% | -22.8% | -1.1% |
| 3Y | +106.7% | -16.3% | +123.0% | +110.1% |
| All | +106.7% | -15.4% | +122.2% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling