+3,595.7%
DLR vs IWD
+586.5%
+3,009.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | +1.6% | -0.3% | +1.8% | +1.8% |
| 30D | -3.4% | +0.6% | -3.9% | -3.9% |
| 3M | +0.5% | +7.2% | -6.7% | -6.0% |
| 6M | +4.6% | +16.2% | -11.6% | -9.3% |
| YTD | +23.4% | +23.3% | +0.1% | +1.2% |
| 1Y | +19.0% | +29.6% | -10.5% | -6.9% |
| 3Y | +56.5% | +70.5% | -13.9% | -5.8% |
| 5Y | +33.3% | +73.5% | -40.1% | -20.8% |
| 10Y | +165.1% | +198.3% | -33.2% | -13.3% |
| All | +3,595.7% | +586.5% | +3,009.2% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling