+130.7%
IYR vs CDW
+903.1%
-772.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.2% | +3.2% | -4.4% | -2.2% |
| 30D | -2.9% | +9.3% | -12.1% | -5.7% |
| 3M | +0.8% | +9.8% | -9.0% | -3.0% |
| 6M | +1.9% | +23.3% | -21.5% | -7.6% |
| YTD | +9.6% | +13.7% | -4.0% | +1.8% |
| 1Y | +8.1% | -6.5% | +14.6% | +6.8% |
| 3Y | +29.2% | -25.2% | +54.4% | +34.8% |
| 5Y | +4.3% | -19.5% | +23.8% | +3.9% |
| 10Y | +64.7% | +285.8% | -221.1% | +4.5% |
| All | +130.7% | +903.1% | -772.4% | +29.3% |
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