+11.2%
IGV vs CDW
-10.5%
+21.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -5.2% | +2.1% | -7.3% | -6.4% |
| 30D | -10.0% | +14.7% | -24.7% | -15.8% |
| 3M | -0.5% | +11.1% | -11.7% | -6.3% |
| 6M | +12.6% | +45.6% | -33.0% | -7.7% |
| YTD | -6.4% | +17.1% | -23.5% | -17.0% |
| 1Y | -9.5% | +13.2% | -22.7% | -18.4% |
| 3Y | +41.7% | -22.2% | +63.9% | +49.2% |
| All | +11.2% | -10.5% | +21.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling