+145.3%
DAL vs IWD
+197.9%
-52.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.8% |
| 7D | +0.1% | -0.3% | +0.4% | +0.5% |
| 30D | -13.9% | +0.6% | -14.5% | -14.7% |
| 3M | +1.1% | +7.2% | -6.1% | -9.0% |
| 6M | +26.2% | +16.2% | +10.0% | +1.0% |
| YTD | +16.4% | +23.3% | -6.9% | -14.7% |
| 1Y | +33.9% | +29.6% | +4.3% | -8.6% |
| 3Y | +93.4% | +70.5% | +22.9% | -8.7% |
| 5Y | +106.4% | +73.5% | +32.9% | -2.8% |
| All | +145.3% | +197.9% | -52.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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