+140.8%
IEMG vs CDW
+300.6%
-159.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.8% | -6.6% | -0.9% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | +1.9% | +13.1% | -11.2% | -1.8% |
| 3M | +1.4% | +19.7% | -18.2% | -4.7% |
| 6M | +15.2% | +30.7% | -15.6% | +3.4% |
| YTD | +23.8% | +14.7% | +9.1% | +15.2% |
| 1Y | +30.7% | -5.3% | +36.0% | +29.1% |
| 3Y | +83.3% | -23.8% | +107.1% | +89.9% |
| 5Y | +48.8% | -16.8% | +65.6% | +45.7% |
| All | +140.8% | +300.6% | -159.8% | +43.3% |
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