+17.6%
IP vs CDW
+312.7%
-295.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | -0.3% | +9.3% | -9.6% | -3.5% |
| 30D | +7.9% | +14.4% | -6.4% | +2.2% |
| 3M | -15.3% | +21.4% | -36.7% | -22.2% |
| 6M | +10.5% | +72.8% | -62.3% | -13.2% |
| YTD | -9.4% | +28.0% | -37.4% | -21.7% |
| 1Y | -4.6% | +19.3% | -24.0% | -15.0% |
| 3Y | +21.2% | -15.3% | +36.5% | +21.0% |
| 5Y | -13.3% | -3.8% | -9.5% | -20.6% |
| All | +17.6% | +312.7% | -295.1% | -38.9% |
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