-22.2%
DKNG vs IWD
+70.9%
-93.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.2% |
| 7D | +3.0% | -0.8% | +3.8% | +4.2% |
| 30D | -3.0% | -0.8% | -2.2% | -1.8% |
| 3M | -17.6% | +6.9% | -24.5% | -24.5% |
| 6M | -3.2% | +18.3% | -21.5% | -23.5% |
| YTD | -28.2% | +22.4% | -50.6% | -46.1% |
| 1Y | -46.1% | +27.4% | -73.5% | -61.7% |
| 3Y | -22.2% | +71.2% | -93.3% | -67.4% |
| All | -22.2% | +70.9% | -93.1% | -67.4% |
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