+97.7%
DOCN vs IWD
+97.8%
-0.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.8% | -12.3% |
| 7D | -20.0% | +2.5% | -22.6% | -24.3% |
| 30D | -38.8% | +6.0% | -44.7% | -45.8% |
| 3M | -34.8% | +3.8% | -38.6% | -40.1% |
| 6M | -22.8% | +16.3% | -39.1% | -43.9% |
| YTD | +74.6% | +27.5% | +47.1% | +5.4% |
| 1Y | +116.4% | +32.8% | +83.6% | +20.4% |
| 3Y | +239.3% | +84.3% | +155.0% | +2.9% |
| 5Y | -20.2% | +75.7% | -95.9% | -71.8% |
| All | +97.7% | +97.8% | -0.1% | -32.1% |
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 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