+2,901.0%
DELL vs IWD
+201.8%
+2,699.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.1% |
| 7D | -22.6% | -0.5% | -22.1% | -22.1% |
| 30D | -43.2% | +2.7% | -45.8% | -44.9% |
| 3M | -24.8% | +0.9% | -25.7% | -25.4% |
| 6M | +38.0% | +10.5% | +27.4% | +23.1% |
| YTD | +163.7% | +23.7% | +140.0% | +108.3% |
| 1Y | +122.5% | +28.7% | +93.8% | +68.2% |
| 3Y | +377.0% | +79.7% | +297.2% | +155.9% |
| 5Y | +542.6% | +69.7% | +472.9% | +271.0% |
| 10Y | +2,554.1% | +211.4% | +2,342.7% | +816.9% |
| All | +2,901.0% | +201.8% | +2,699.3% | +966.1% |
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 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