+404.6%
DHI vs IWD
+203.8%
+200.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.7% |
| 7D | -3.4% | -0.8% | -2.6% | -2.5% |
| 30D | -5.4% | -0.8% | -4.6% | -4.4% |
| 3M | -10.4% | +6.9% | -17.4% | -16.8% |
| 6M | -2.8% | +18.3% | -21.1% | -19.2% |
| YTD | -3.4% | +22.4% | -25.8% | -22.7% |
| 1Y | -22.9% | +27.4% | -50.3% | -40.9% |
| 3Y | +20.7% | +71.2% | -50.5% | -33.3% |
| 5Y | +62.1% | +75.7% | -13.6% | -11.7% |
| All | +404.6% | +203.8% | +200.8% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling