+17.3%
IP vs CDW
+25.5%
-8.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.7% | -11.2% | +1.2% |
| 7D | +3.4% | +3.7% | -0.4% | +3.2% |
| 30D | +11.2% | +26.0% | -14.8% | +10.8% |
| 3M | -14.8% | +10.1% | -24.9% | -15.0% |
| 6M | +17.3% | +26.1% | -8.8% | +17.8% |
| All | +17.3% | +25.5% | -8.2% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling