-7.5%
IGV vs CDW
+13.2%
-20.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.7% | -11.8% | -2.2% |
| 7D | -7.5% | +3.7% | -11.2% | -8.4% |
| 30D | -5.6% | +26.0% | -31.6% | -11.1% |
| 3M | +1.5% | +10.1% | -8.6% | -1.5% |
| 6M | +17.1% | +26.1% | -8.9% | +7.8% |
| YTD | -2.0% | +25.9% | -27.9% | -8.8% |
| 1Y | -7.5% | +21.5% | -29.1% | -13.0% |
| All | -7.5% | +13.2% | -20.7% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling