+2,954.5%
DELL vs IWD
+207.8%
+2,746.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | -18.1% | +1.6% | -19.7% | -19.5% |
| 30D | -42.9% | +3.6% | -46.5% | -45.1% |
| 3M | -26.9% | +2.0% | -28.9% | -28.4% |
| 6M | +28.8% | +13.1% | +15.7% | +11.9% |
| YTD | +168.4% | +26.2% | +142.2% | +107.3% |
| 1Y | +136.8% | +29.6% | +107.2% | +77.8% |
| 3Y | +375.3% | +84.3% | +291.0% | +147.9% |
| 5Y | +551.0% | +73.4% | +477.6% | +266.9% |
| 10Y | +2,566.3% | +202.4% | +2,363.9% | +829.2% |
| All | +2,954.5% | +207.8% | +2,746.6% | +961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling