+470.3%
IVV vs CDW
+942.7%
-472.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -2.3% |
| 7D | -4.8% | -4.1% | -0.6% | -3.7% |
| 30D | -5.9% | +16.7% | -22.7% | -11.3% |
| 3M | -4.5% | +13.6% | -18.1% | -9.8% |
| 6M | +1.8% | +17.0% | -15.2% | -7.4% |
| YTD | +8.4% | +18.1% | -9.8% | -2.7% |
| 1Y | +9.4% | +10.5% | -1.1% | +0.8% |
| 3Y | +75.3% | -20.9% | +96.2% | +79.2% |
| 5Y | +67.8% | -9.3% | +77.1% | +59.2% |
| 10Y | +314.2% | +310.6% | +3.6% | +130.8% |
| All | +470.3% | +942.7% | -472.4% | +179.9% |
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