+87.7%
IYR vs CDW
+338.4%
-250.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -1.2% | +2.6% | -3.8% | -2.1% |
| 30D | +6.1% | +20.4% | -14.3% | -0.3% |
| 3M | +0.9% | +28.5% | -27.5% | -7.7% |
| 6M | +1.2% | +70.6% | -69.4% | -17.3% |
| YTD | +11.1% | +29.1% | -18.0% | -2.0% |
| 1Y | +9.0% | +23.8% | -14.8% | -2.5% |
| 3Y | +41.4% | -14.5% | +55.9% | +40.9% |
| 5Y | +6.7% | -1.6% | +8.2% | -1.7% |
| 10Y | +87.7% | +322.0% | -234.3% | +23.6% |
| All | +87.7% | +338.4% | -250.7% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling