+10.6%
IOT vs CDW
+13.2%
-2.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.7% | -8.5% | -1.0% |
| 7D | -0.5% | +3.7% | -4.2% | -2.3% |
| 30D | +1.0% | +26.0% | -25.0% | -8.7% |
| 3M | +10.9% | +10.1% | +0.8% | +5.4% |
| 6M | +39.9% | +26.1% | +13.8% | +21.2% |
| YTD | +20.8% | +25.9% | -5.1% | +7.0% |
| 1Y | +10.6% | +21.5% | -11.0% | +3.0% |
| All | +10.6% | +13.2% | -2.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling