+150.3%
IJR vs CDW
+312.7%
-162.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.3% |
| 7D | +2.2% | +9.3% | -7.2% | -1.7% |
| 30D | +3.8% | +14.4% | -10.5% | -2.7% |
| 3M | -5.7% | +21.4% | -27.2% | -14.9% |
| 6M | +4.6% | +72.8% | -68.2% | -21.9% |
| YTD | +18.0% | +28.0% | -10.1% | -1.1% |
| 1Y | +21.8% | +19.3% | +2.4% | +5.9% |
| 3Y | +61.1% | -15.3% | +76.4% | +62.2% |
| 5Y | +27.3% | -3.8% | +31.1% | +16.9% |
| All | +150.3% | +312.7% | -162.4% | +25.2% |
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