+66.4%
DOCN vs IWD
+92.6%
-26.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.2% | -10.6% |
| 7D | -29.3% | -0.9% | -28.4% | -27.7% |
| 30D | -46.0% | +2.6% | -48.7% | -48.7% |
| 3M | -43.2% | +1.2% | -44.4% | -44.8% |
| 6M | -53.7% | +12.1% | -65.8% | -63.7% |
| YTD | +46.9% | +24.1% | +22.8% | -5.8% |
| 1Y | +54.3% | +28.5% | +25.8% | -7.8% |
| 3Y | +185.5% | +79.5% | +106.1% | -8.0% |
| 5Y | -31.1% | +70.3% | -101.4% | -74.1% |
| All | +66.4% | +92.6% | -26.2% | -39.3% |
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 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