-0.8%
IP vs CDW
+10.0%
-10.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -5.1% | +2.1% | -7.1% | -5.3% |
| 30D | +8.5% | +14.7% | -6.2% | +7.0% |
| 3M | -13.8% | +11.1% | -24.9% | -14.8% |
| 6M | +5.7% | +45.6% | -39.8% | +1.7% |
| YTD | -9.1% | +17.1% | -26.2% | -13.6% |
| 1Y | -0.8% | +13.2% | -14.0% | -3.9% |
| All | -0.8% | +10.0% | -10.8% | -3.9% |
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 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