+221.3%
IAU vs CDW
+1,039.4%
-818.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.1% |
| 7D | -2.0% | +2.6% | -4.5% | -1.9% |
| 30D | -4.4% | +20.4% | -24.8% | -4.0% |
| 3M | -8.9% | +28.5% | -37.4% | -8.3% |
| 6M | -15.9% | +70.6% | -86.5% | -14.7% |
| YTD | -7.8% | +29.1% | -36.9% | -7.0% |
| 1Y | -3.8% | +23.8% | -27.6% | -3.0% |
| 3Y | +104.3% | -14.5% | +118.8% | +104.8% |
| 5Y | +111.2% | -1.6% | +112.8% | +112.5% |
| 10Y | +216.4% | +322.0% | -105.6% | +248.6% |
| All | +221.3% | +1,039.4% | -818.0% | +275.8% |
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