-48.1%
DOCS vs IWD
+29.3%
-77.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -2.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.6% |
| 30D | +19.4% | +2.6% | +16.8% | +18.2% |
| 3M | +53.4% | +1.2% | +52.2% | +53.1% |
| 6M | +28.8% | +12.1% | +16.6% | +26.2% |
| YTD | -25.1% | +24.1% | -49.2% | -31.9% |
| 1Y | -48.1% | +28.5% | -76.7% | -55.9% |
| All | -48.1% | +29.3% | -77.4% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling