+177.5%
DLR vs IWD
+212.1%
-34.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +1.8% |
| 7D | +2.4% | +1.3% | +1.1% | +1.5% |
| 30D | +0.7% | +3.6% | -2.8% | -1.8% |
| 3M | -6.4% | +2.3% | -8.8% | -8.0% |
| 6M | -6.5% | +13.0% | -19.6% | -14.9% |
| YTD | +18.8% | +26.2% | -7.4% | -0.5% |
| 1Y | +9.0% | +30.5% | -21.4% | -11.0% |
| 3Y | +54.5% | +86.2% | -31.7% | -3.7% |
| 5Y | +35.8% | +72.9% | -37.0% | -10.3% |
| 10Y | +177.5% | +205.0% | -27.6% | +21.9% |
| All | +177.5% | +212.1% | -34.6% | +21.9% |
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 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