+68.2%
IVV vs CDW
-10.5%
+78.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -2.7% | +2.1% | -4.8% | -3.4% |
| 30D | -5.4% | +14.7% | -20.1% | -9.2% |
| 3M | -4.1% | +11.1% | -15.2% | -7.7% |
| 6M | +0.7% | +45.6% | -44.9% | -12.2% |
| YTD | +8.7% | +17.1% | -8.4% | 0.0% |
| 1Y | +11.0% | +13.2% | -2.2% | +3.4% |
| 3Y | +75.4% | -22.2% | +97.6% | +82.6% |
| All | +68.2% | -10.5% | +78.6% | +53.6% |
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 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