+854.6%
DE vs IWD
+201.1%
+653.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -2.4% | -2.3% | 0.0% | +0.3% |
| 30D | +9.7% | -1.8% | +11.5% | +11.8% |
| 3M | +21.4% | +8.0% | +13.3% | +11.0% |
| 6M | +15.0% | +17.0% | -2.0% | -3.7% |
| YTD | +46.4% | +21.3% | +25.1% | +17.8% |
| 1Y | +45.6% | +27.9% | +17.7% | +10.1% |
| 3Y | +76.8% | +70.1% | +6.7% | -3.0% |
| 5Y | +99.4% | +74.2% | +25.2% | +6.2% |
| All | +854.6% | +201.1% | +653.5% | +196.3% |
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