+75.5%
DE vs IWD
+73.3%
+2.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.6% |
| 7D | +10.0% | -0.3% | +10.3% | +10.3% |
| 30D | +13.3% | +0.6% | +12.7% | +12.4% |
| 3M | +17.5% | +7.2% | +10.3% | +8.3% |
| 6M | +13.6% | +16.2% | -2.6% | -4.3% |
| YTD | +49.8% | +23.3% | +26.5% | +18.2% |
| 1Y | +47.9% | +29.6% | +18.3% | +10.2% |
| All | +75.5% | +73.3% | +2.2% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling