+61.1%
IJR vs CDW
-15.0%
+76.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +2.2% | +9.3% | -7.2% | -0.1% |
| 30D | +3.8% | +14.4% | -10.5% | +0.2% |
| 3M | -5.7% | +21.4% | -27.2% | -10.9% |
| 6M | +4.6% | +72.8% | -68.2% | -12.5% |
| YTD | +18.0% | +28.0% | -10.1% | +7.0% |
| 1Y | +21.8% | +19.3% | +2.4% | +13.9% |
| 3Y | +61.1% | -15.3% | +76.4% | +54.3% |
| All | +61.1% | -15.0% | +76.1% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling