+755.9%
DE vs IWD
+203.0%
+552.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +0.3% | +2.3% | -2.0% | -2.2% |
| 30D | +3.6% | +3.6% | 0.0% | -0.6% |
| 3M | +10.2% | +2.2% | +8.1% | +7.4% |
| 6M | +16.6% | +13.0% | +3.6% | +1.3% |
| YTD | +45.8% | +26.5% | +19.3% | +11.7% |
| 1Y | +43.9% | +30.1% | +13.8% | +6.6% |
| 3Y | +89.6% | +84.9% | +4.7% | -5.7% |
| 5Y | +100.3% | +73.4% | +27.0% | +7.0% |
| All | +755.9% | +203.0% | +552.9% | +146.5% |
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