+784.1%
DE vs IWD
+205.2%
+578.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.1% |
| 7D | +2.3% | -0.6% | +2.8% | +2.9% |
| 30D | +9.3% | +3.6% | +5.8% | +5.0% |
| 3M | +12.2% | +2.7% | +9.6% | +8.7% |
| 6M | +18.1% | +13.2% | +4.9% | +2.3% |
| YTD | +49.8% | +26.8% | +23.0% | +14.4% |
| 1Y | +46.4% | +29.3% | +17.1% | +9.3% |
| 3Y | +92.5% | +85.1% | +7.4% | -4.4% |
| 5Y | +107.4% | +74.2% | +33.2% | +10.1% |
| 10Y | +784.1% | +204.6% | +579.5% | +152.1% |
| All | +784.1% | +205.2% | +578.8% | +152.1% |
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