+43.9%
IP vs CDW
+942.7%
-898.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.2% | -1.8% |
| 7D | -5.0% | -4.1% | -0.8% | -3.9% |
| 30D | +6.5% | +16.7% | -10.2% | +0.1% |
| 3M | -18.0% | +13.6% | -31.6% | -22.9% |
| 6M | +10.3% | +17.0% | -6.7% | -0.4% |
| YTD | -9.9% | +18.1% | -28.0% | -19.5% |
| 1Y | -1.1% | +10.5% | -11.5% | -9.2% |
| 3Y | +13.0% | -20.9% | +33.9% | +15.4% |
| 5Y | -12.3% | -9.3% | -2.9% | -17.5% |
| 10Y | +26.8% | +310.6% | -283.7% | -34.1% |
| All | +43.9% | +942.7% | -898.8% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling