+293.6%
IJH vs CDW
+851.1%
-557.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | +1.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.5% |
| 30D | -3.1% | +6.9% | -10.0% | -6.2% |
| 3M | +1.9% | +7.7% | -5.7% | -2.7% |
| 6M | +11.0% | +18.3% | -7.3% | -1.3% |
| YTD | +14.7% | +7.8% | +7.0% | +5.8% |
| 1Y | +15.6% | -12.2% | +27.8% | +16.6% |
| 3Y | +52.5% | -28.9% | +81.5% | +65.7% |
| 5Y | +49.1% | -22.8% | +71.8% | +52.6% |
| 10Y | +177.7% | +266.1% | -88.4% | +54.7% |
| All | +293.6% | +851.1% | -557.5% | +90.0% |
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