+25.4%
IP vs CDW
+306.8%
-281.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.2% | -1.7% |
| 7D | -5.0% | -4.1% | -0.8% | -3.9% |
| 30D | +6.5% | +16.7% | -10.2% | 0.0% |
| 3M | -18.0% | +13.6% | -31.6% | -23.0% |
| 6M | +10.3% | +17.0% | -6.7% | -0.6% |
| YTD | -9.9% | +18.1% | -28.0% | -19.8% |
| 1Y | -1.1% | +10.5% | -11.5% | -9.4% |
| 3Y | +13.0% | -20.9% | +33.9% | +15.6% |
| 5Y | -12.3% | -9.3% | -2.9% | -18.0% |
| All | +25.4% | +306.8% | -281.3% | -33.3% |
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 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