+552.2%
DELL vs IWD
+68.9%
+483.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.2% |
| 7D | -22.6% | -0.5% | -22.1% | -22.0% |
| 30D | -43.2% | +2.7% | -45.8% | -45.3% |
| 3M | -24.8% | +0.9% | -25.7% | -25.6% |
| 6M | +38.0% | +10.5% | +27.4% | +19.5% |
| YTD | +163.7% | +23.7% | +140.0% | +96.2% |
| 1Y | +122.5% | +28.7% | +93.8% | +56.7% |
| 3Y | +377.0% | +79.7% | +297.2% | +120.7% |
| All | +552.2% | +68.9% | +483.3% | +229.9% |
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