+364.8%
IGV vs CDW
+315.4%
+49.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.5% | +9.1% | -6.6% | -1.6% |
| 30D | -8.6% | +13.7% | -22.3% | -14.3% |
| 3M | -1.6% | +27.0% | -28.6% | -13.1% |
| 6M | +13.4% | +75.9% | -62.4% | -15.6% |
| YTD | -4.0% | +28.9% | -32.9% | -19.1% |
| 1Y | -7.6% | +19.6% | -27.2% | -19.2% |
| 3Y | +39.3% | -14.6% | +53.9% | +39.9% |
| 5Y | +14.5% | -3.2% | +17.7% | +6.0% |
| All | +364.8% | +315.4% | +49.4% | +137.6% |
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