+134.3%
IYR vs CDW
+1,014.9%
-880.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.0% |
| 7D | +2.1% | +13.1% | -11.0% | -1.8% |
| 30D | +7.2% | +19.1% | -12.0% | +1.3% |
| 3M | +0.4% | +24.7% | -24.3% | -7.0% |
| 6M | +1.4% | +63.4% | -61.9% | -15.1% |
| YTD | +11.3% | +26.3% | -15.0% | -0.6% |
| 1Y | +10.5% | +20.6% | -10.1% | +0.1% |
| 3Y | +41.7% | -16.3% | +58.0% | +41.9% |
| 5Y | +7.1% | -3.9% | +11.0% | +0.2% |
| 10Y | +89.1% | +331.5% | -242.4% | +15.2% |
| All | +134.3% | +1,014.9% | -880.6% | +26.4% |
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 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