+62.6%
IOT vs CDW
-18.7%
+81.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +3.1% |
| 7D | +2.8% | -3.9% | +6.7% | +5.3% |
| 30D | -1.8% | +6.9% | -8.7% | -6.4% |
| 3M | +17.9% | +7.7% | +10.2% | +10.3% |
| 6M | +13.5% | +18.3% | -4.8% | -2.7% |
| YTD | +13.3% | +7.8% | +5.5% | +2.8% |
| 1Y | -3.3% | -12.2% | +8.8% | +1.3% |
| 3Y | +31.3% | -28.9% | +60.3% | +52.2% |
| All | +62.6% | -18.7% | +81.3% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling