+196.4%
DOCN vs IWD
+79.4%
+117.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.2% | -10.5% |
| 7D | -29.3% | -0.9% | -28.4% | -27.6% |
| 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% | -64.2% |
| YTD | +46.9% | +24.1% | +22.8% | -8.2% |
| 1Y | +54.3% | +28.5% | +25.8% | -10.5% |
| All | +196.4% | +79.4% | +117.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling