+18.7%
DHI vs IWD
+69.4%
-50.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | -6.1% | -2.3% | -3.8% | -3.3% |
| 30D | -10.1% | -1.8% | -8.3% | -7.9% |
| 3M | -7.3% | +8.0% | -15.3% | -15.5% |
| 6M | -6.1% | +17.0% | -23.1% | -22.1% |
| YTD | -5.0% | +21.3% | -26.3% | -24.5% |
| 1Y | -22.1% | +27.9% | -50.1% | -41.6% |
| All | +18.7% | +69.4% | -50.7% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling