+46.4%
DE vs IWD
+30.1%
+16.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.1% |
| 7D | +2.3% | -0.6% | +2.8% | +2.8% |
| 30D | +9.3% | +3.6% | +5.8% | +5.2% |
| 3M | +12.2% | +2.7% | +9.6% | +8.8% |
| 6M | +18.1% | +13.2% | +4.9% | +1.4% |
| YTD | +49.8% | +26.8% | +23.0% | +14.6% |
| 1Y | +46.4% | +29.3% | +17.1% | +10.4% |
| All | +46.4% | +30.1% | +16.3% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling