+162.4%
DLR vs IWD
+207.5%
-45.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -3.6% | -0.5% | -3.1% | -3.2% |
| 30D | -3.5% | +2.7% | -6.1% | -5.3% |
| 3M | -8.9% | +0.9% | -9.8% | -9.5% |
| 6M | -11.6% | +10.5% | -22.1% | -18.1% |
| YTD | +14.9% | +23.7% | -8.8% | -2.3% |
| 1Y | +6.4% | +28.7% | -22.3% | -12.2% |
| 3Y | +47.3% | +79.7% | -32.4% | -5.5% |
| 5Y | +32.8% | +69.7% | -36.9% | -10.9% |
| All | +162.4% | +207.5% | -45.1% | +34.8% |
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