+152.4%
DKNG vs IWD
+127.2%
+25.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.2% |
| 7D | +3.0% | -0.8% | +3.8% | +4.1% |
| 30D | -3.0% | -0.8% | -2.2% | -1.8% |
| 3M | -17.6% | +6.9% | -24.5% | -24.2% |
| 6M | -3.2% | +18.3% | -21.5% | -21.9% |
| YTD | -28.2% | +22.4% | -50.6% | -44.5% |
| 1Y | -46.1% | +27.4% | -73.5% | -60.3% |
| 3Y | -22.2% | +71.2% | -93.3% | -59.8% |
| 5Y | -60.4% | +75.7% | -136.1% | -78.9% |
| All | +152.4% | +127.2% | +25.2% | +5.7% |
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