+166.7%
IJR vs CDW
+271.4%
-104.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -2.3% | -7.4% | +5.0% | +1.0% |
| 30D | -4.7% | +5.8% | -10.5% | -7.6% |
| 3M | +2.1% | +10.8% | -8.7% | -4.3% |
| 6M | +13.9% | +21.5% | -7.6% | -1.4% |
| YTD | +18.2% | +6.4% | +11.9% | +8.8% |
| 1Y | +21.8% | -14.8% | +36.6% | +25.1% |
| 3Y | +52.2% | -29.9% | +82.1% | +68.4% |
| 5Y | +40.1% | -22.9% | +63.0% | +43.6% |
| All | +166.7% | +271.4% | -104.8% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling