+55.4%
IOT vs CDW
-13.5%
+68.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -5.0% |
| 7D | -4.5% | +0.9% | -5.5% | -5.4% |
| 30D | -2.4% | +13.1% | -15.5% | -10.4% |
| 3M | +19.0% | +19.7% | -0.7% | +3.8% |
| 6M | +19.6% | +30.7% | -11.1% | -4.3% |
| YTD | +8.3% | +14.7% | -6.4% | -5.7% |
| 1Y | -0.8% | -5.3% | +4.5% | -1.1% |
| 3Y | +24.4% | -23.8% | +48.3% | +37.5% |
| All | +55.4% | -13.5% | +68.9% | +51.6% |
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