+100.2%
DAL vs IWD
+70.2%
+30.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | +0.2% |
| 7D | +4.6% | -0.9% | +5.5% | +6.5% |
| 30D | +2.3% | +2.6% | -0.3% | -1.9% |
| 3M | -8.1% | +1.2% | -9.3% | -9.8% |
| 6M | +21.4% | +12.1% | +9.3% | +0.3% |
| YTD | +24.3% | +24.1% | +0.2% | -13.1% |
| 1Y | +47.4% | +28.5% | +18.9% | -2.6% |
| 3Y | +164.6% | +79.5% | +85.1% | +6.9% |
| 5Y | +100.2% | +70.3% | +29.9% | -8.2% |
| All | +100.2% | +70.2% | +30.0% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling