+60.1%
DOCN vs IWD
+73.6%
-13.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +4.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.7% |
| 30D | -9.6% | +0.6% | -10.2% | -11.1% |
| 3M | -37.7% | +7.2% | -44.9% | -47.1% |
| 6M | +115.2% | +16.2% | +99.0% | +54.4% |
| YTD | +133.7% | +23.3% | +110.4% | +47.9% |
| 1Y | +250.2% | +29.6% | +220.6% | +100.1% |
| 3Y | +320.3% | +70.5% | +249.8% | +38.9% |
| All | +60.1% | +73.6% | -13.6% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling