+43.4%
IYR vs CDW
-18.4%
+61.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.0% |
| 7D | +2.3% | +9.3% | -7.1% | +1.1% |
| 30D | +7.4% | +15.8% | -8.4% | +5.4% |
| 3M | -0.7% | +21.8% | -22.5% | -3.2% |
| 6M | +1.6% | +58.8% | -57.1% | -5.1% |
| YTD | +11.6% | +22.8% | -11.2% | +7.4% |
| 1Y | +10.5% | +17.9% | -7.4% | +7.2% |
| 3Y | +43.4% | -17.4% | +60.8% | +37.0% |
| All | +43.4% | -18.4% | +61.7% | +37.0% |
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