+2,339.5%
IBKR vs CDW
+837.2%
+1,502.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +1.3% | -4.2% | +5.5% | +3.0% |
| 30D | -0.3% | +4.9% | -5.2% | -2.3% |
| 3M | +4.7% | +7.3% | -2.6% | 0.0% |
| 6M | +34.0% | +19.2% | +14.8% | +19.2% |
| YTD | +40.8% | +6.2% | +34.6% | +31.0% |
| 1Y | +45.7% | -14.0% | +59.8% | +48.4% |
| 3Y | +288.4% | -30.0% | +318.3% | +321.3% |
| 5Y | +487.2% | -23.6% | +510.7% | +500.1% |
| 10Y | +991.2% | +269.4% | +721.8% | +460.7% |
| All | +2,339.5% | +837.2% | +1,502.3% | +992.4% |
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