+70.5%
DOCN vs IWD
+91.9%
-21.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.2% |
| 7D | -19.2% | -0.5% | -18.7% | -18.3% |
| 30D | -43.1% | +2.7% | -45.7% | -45.9% |
| 3M | -40.7% | +0.9% | -41.6% | -42.0% |
| 6M | -55.0% | +10.5% | -65.5% | -63.7% |
| YTD | +50.6% | +23.7% | +26.9% | -2.8% |
| 1Y | +54.0% | +28.7% | +25.2% | -8.3% |
| 3Y | +203.9% | +79.7% | +124.2% | -2.4% |
| 5Y | -29.4% | +69.7% | -99.1% | -73.2% |
| All | +70.5% | +91.9% | -21.4% | -37.3% |
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