+80.3%
IVV vs CDW
-18.4%
+98.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.5% | +1.5% |
| 7D | +0.1% | +9.3% | -9.2% | -1.5% |
| 30D | -3.3% | +15.8% | -19.1% | -5.9% |
| 3M | -2.4% | +21.8% | -24.2% | -6.2% |
| 6M | +2.6% | +58.8% | -56.2% | -7.5% |
| YTD | +11.3% | +22.8% | -11.5% | +5.0% |
| 1Y | +13.4% | +17.9% | -4.5% | +8.3% |
| 3Y | +80.3% | -17.4% | +97.7% | +77.7% |
| All | +80.3% | -18.4% | +98.6% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling