-10.4%
DOW vs IWD
+139.5%
-149.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +1.5% |
| 7D | -2.9% | -0.2% | -2.8% | -2.7% |
| 30D | +2.0% | -0.8% | +2.7% | +2.9% |
| 3M | -12.5% | +8.0% | -20.6% | -21.8% |
| 6M | -9.2% | +18.2% | -27.4% | -29.0% |
| YTD | +30.8% | +22.3% | +8.4% | -2.3% |
| 1Y | +29.4% | +28.9% | +0.5% | -9.5% |
| 3Y | -34.6% | +71.5% | -106.1% | -68.2% |
| 5Y | -35.9% | +73.6% | -109.5% | -69.5% |
| All | -10.4% | +139.5% | -149.9% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling