+346.9%
DELL vs IWD
+28.3%
+318.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +1.2% |
| 7D | +8.7% | -1.2% | +9.9% | +10.8% |
| 30D | +16.9% | -1.6% | +18.5% | +20.0% |
| 3M | +40.4% | +7.0% | +33.4% | +24.1% |
| 6M | +267.1% | +17.0% | +250.1% | +177.5% |
| YTD | +329.1% | +21.6% | +307.5% | +212.1% |
| 1Y | +346.9% | +28.0% | +318.9% | +214.7% |
| All | +346.9% | +28.3% | +318.6% | +214.7% |
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