+643.3%
IGV vs CDW
+933.5%
-290.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -5.2% | +2.1% | -7.3% | -6.4% |
| 30D | -10.0% | +14.7% | -24.7% | -15.9% |
| 3M | -0.5% | +11.1% | -11.7% | -6.5% |
| 6M | +12.6% | +45.6% | -33.0% | -7.7% |
| YTD | -6.4% | +17.1% | -23.5% | -17.1% |
| 1Y | -9.5% | +13.2% | -22.7% | -18.6% |
| 3Y | +41.7% | -22.2% | +63.9% | +48.2% |
| 5Y | +12.7% | -10.1% | +22.8% | +8.6% |
| 10Y | +354.1% | +307.0% | +47.1% | +125.4% |
| All | +643.3% | +933.5% | -290.2% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling