+293.0%
IBKR vs CDW
-24.7%
+317.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.7% | +0.3% |
| 7D | -1.3% | +0.9% | -2.3% | -1.6% |
| 30D | -0.2% | +13.1% | -13.3% | -3.2% |
| 3M | +3.0% | +19.7% | -16.7% | -2.7% |
| 6M | +33.9% | +30.7% | +3.1% | +19.8% |
| YTD | +42.5% | +14.7% | +27.8% | +33.9% |
| 1Y | +44.9% | -5.3% | +50.2% | +47.1% |
| 3Y | +293.0% | -23.8% | +316.9% | +295.1% |
| All | +293.0% | -24.7% | +317.7% | +295.1% |
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