+4.9%
IYR vs CDW
-18.6%
+23.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -2.0% |
| 30D | -2.9% | +9.3% | -12.1% | -5.0% |
| 3M | +0.8% | +9.8% | -9.0% | -2.1% |
| 6M | +1.9% | +23.3% | -21.5% | -5.9% |
| YTD | +9.6% | +13.7% | -4.0% | +3.6% |
| 1Y | +8.1% | -6.5% | +14.6% | +8.6% |
| 3Y | +29.2% | -25.2% | +54.4% | +36.0% |
| All | +4.9% | -18.6% | +23.4% | +0.4% |
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