-12.4%
IP vs CDW
-10.5%
-1.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -5.1% | +2.1% | -7.1% | -5.8% |
| 30D | +8.5% | +14.7% | -6.2% | +4.1% |
| 3M | -13.8% | +11.1% | -24.9% | -17.1% |
| 6M | +5.7% | +45.6% | -39.8% | -7.4% |
| YTD | -9.1% | +17.1% | -26.2% | -16.5% |
| 1Y | -0.8% | +13.2% | -14.0% | -7.7% |
| 3Y | +14.8% | -22.2% | +37.0% | +17.6% |
| All | -12.4% | -10.5% | -1.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling