+686.0%
IGV vs CDW
+903.1%
-217.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 6M | +22.1% | +23.3% | -1.2% | +7.3% |
| YTD | -1.0% | +13.7% | -14.7% | -10.2% |
| 1Y | -2.1% | -6.5% | +4.4% | -2.9% |
| 3Y | +44.6% | -25.2% | +69.8% | +55.7% |
| 5Y | +22.2% | -19.5% | +41.6% | +25.0% |
| 10Y | +364.7% | +285.8% | +78.9% | +138.4% |
| All | +686.0% | +903.1% | -217.1% | +238.7% |
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