+23.5%
IGV vs CDW
-19.1%
+42.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -4.5% | +3.2% | -7.7% | -5.8% |
| 30D | +3.2% | +9.3% | -6.1% | -1.1% |
| 3M | +4.5% | +9.8% | -5.3% | -0.9% |
| 6M | +22.1% | +23.3% | -1.2% | +7.0% |
| YTD | -1.0% | +13.7% | -14.7% | -10.2% |
| 1Y | -2.1% | -6.5% | +4.4% | -1.8% |
| 3Y | +44.6% | -25.2% | +69.8% | +56.8% |
| All | +23.5% | -19.1% | +42.6% | +24.1% |
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