-16.1%
IP vs CDW
-19.1%
+3.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -5.3% | +3.2% | -8.4% | -6.1% |
| 30D | -10.9% | +9.3% | -20.1% | -13.4% |
| 3M | +11.2% | +9.8% | +1.4% | +7.2% |
| 6M | -10.2% | +23.3% | -33.6% | -18.6% |
| YTD | -2.0% | +13.7% | -15.6% | -8.6% |
| 1Y | -19.1% | -6.5% | -12.6% | -19.2% |
| 3Y | +20.9% | -25.2% | +46.1% | +26.0% |
| All | -16.1% | -19.1% | +3.0% | -17.5% |
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