+3,472.7%
DLR vs IWD
+602.4%
+2,870.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.3% | +1.6% | -1.2% | -1.0% |
| 30D | +1.2% | +3.6% | -2.4% | -2.0% |
| 3M | -4.8% | +2.0% | -6.8% | -6.5% |
| 6M | -6.1% | +13.1% | -19.2% | -16.4% |
| YTD | +19.3% | +26.2% | -6.9% | -4.2% |
| 1Y | +10.0% | +29.6% | -19.6% | -13.9% |
| 3Y | +53.8% | +84.3% | -30.5% | -14.0% |
| 5Y | +39.1% | +73.4% | -34.3% | -17.2% |
| 10Y | +188.1% | +202.4% | -14.3% | -6.7% |
| All | +3,472.7% | +602.4% | +2,870.3% | +434.3% |
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