+257.9%
IAU vs CDW
+903.1%
-645.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.9% |
| 7D | -0.5% | +3.2% | -3.7% | -0.4% |
| 30D | +4.4% | +9.3% | -4.9% | +4.7% |
| 3M | -1.1% | +9.8% | -10.9% | -0.7% |
| 6M | -13.7% | +23.3% | -37.1% | -13.1% |
| YTD | +2.7% | +13.7% | -10.9% | +3.3% |
| 1Y | +24.6% | -6.5% | +31.1% | +24.9% |
| 3Y | +126.8% | -25.2% | +152.1% | +126.8% |
| 5Y | +139.5% | -19.5% | +159.0% | +139.8% |
| 10Y | +226.3% | +285.8% | -59.6% | +259.7% |
| All | +257.9% | +903.1% | -645.2% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling