+96.4%
DE vs IWD
+73.8%
+22.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.9% |
| 30D | +9.6% | -0.8% | +10.4% | +10.4% |
| 3M | +19.0% | +8.0% | +10.9% | +9.3% |
| 6M | +16.1% | +18.2% | -2.1% | -3.1% |
| YTD | +47.0% | +22.3% | +24.7% | +18.5% |
| 1Y | +43.1% | +28.9% | +14.3% | +8.9% |
| 3Y | +77.5% | +71.5% | +6.0% | 0.0% |
| 5Y | +96.4% | +73.6% | +22.8% | +8.1% |
| All | +96.4% | +73.8% | +22.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling