+6.4%
DLR vs IWD
+28.1%
-21.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -3.6% | -0.5% | -3.1% | -2.9% |
| 30D | -3.5% | +2.7% | -6.1% | -5.5% |
| 3M | -8.9% | +0.9% | -9.8% | -9.5% |
| 6M | -11.6% | +10.5% | -22.1% | -19.4% |
| YTD | +14.9% | +23.7% | -8.8% | -5.1% |
| 1Y | +6.4% | +28.7% | -22.3% | -14.4% |
| All | +6.4% | +28.1% | -21.7% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling