+1,122.0%
DELL vs IWD
+73.8%
+1,048.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +3.0% |
| 7D | +25.6% | -0.2% | +25.8% | +26.0% |
| 30D | +17.7% | -0.8% | +18.4% | +19.0% |
| 3M | +33.4% | +8.0% | +25.4% | +18.9% |
| 6M | +266.2% | +18.2% | +248.0% | +188.6% |
| YTD | +328.0% | +22.3% | +305.7% | +223.3% |
| 1Y | +339.6% | +28.9% | +310.7% | +209.0% |
| 3Y | +694.6% | +71.5% | +623.1% | +291.3% |
| 5Y | +1,122.0% | +73.6% | +1,048.4% | +506.0% |
| All | +1,122.0% | +73.8% | +1,048.1% | +506.0% |
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