-61.5%
DOCS vs IWD
+30.5%
-92.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -1.4% | -0.3% | -1.2% | -1.2% |
| 30D | +21.8% | +0.6% | +21.2% | +21.5% |
| 3M | +27.3% | +7.2% | +20.1% | +23.8% |
| 6M | -0.3% | +16.2% | -16.5% | -7.3% |
| YTD | -40.5% | +23.3% | -63.8% | -49.3% |
| 1Y | -61.5% | +29.6% | -91.1% | -69.6% |
| All | -61.5% | +30.5% | -92.0% | -69.6% |
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