+990.2%
IBKR vs CDW
+300.6%
+689.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.7% | -0.9% |
| 7D | -1.3% | +0.9% | -2.3% | -1.8% |
| 30D | -0.2% | +13.1% | -13.3% | -5.2% |
| 3M | +3.0% | +19.7% | -16.7% | -6.0% |
| 6M | +33.9% | +30.7% | +3.1% | +14.3% |
| YTD | +42.5% | +14.7% | +27.8% | +28.3% |
| 1Y | +44.9% | -5.3% | +50.2% | +42.1% |
| 3Y | +293.0% | -23.8% | +316.9% | +312.8% |
| 5Y | +497.7% | -16.8% | +514.5% | +488.6% |
| All | +990.2% | +300.6% | +689.6% | +414.6% |
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