+773.0%
DIA vs IWD
+728.9%
+44.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.9% | -0.5% | -0.5% | -0.5% |
| 30D | +0.3% | +2.7% | -2.4% | -2.1% |
| 3M | -4.5% | +0.9% | -5.4% | -5.2% |
| 6M | +3.4% | +10.5% | -7.2% | -5.6% |
| YTD | +7.8% | +23.7% | -15.9% | -11.1% |
| 1Y | +10.7% | +28.7% | -18.0% | -11.9% |
| 3Y | +57.5% | +79.7% | -22.2% | -7.3% |
| 5Y | +53.7% | +69.7% | -16.0% | -4.9% |
| 10Y | +247.2% | +211.4% | +35.8% | +25.4% |
| All | +773.0% | +728.9% | +44.0% | +25.6% |
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