-6.2%
DOW vs IWD
+147.0%
-153.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -4.0% |
| 7D | -9.4% | +1.3% | -10.7% | -11.2% |
| 30D | +8.9% | +3.6% | +5.4% | +3.6% |
| 3M | +6.7% | +2.3% | +4.4% | +2.8% |
| 6M | -14.2% | +13.0% | -27.2% | -28.3% |
| YTD | +36.9% | +26.2% | +10.7% | -2.3% |
| 1Y | +45.8% | +30.5% | +15.3% | -0.5% |
| 3Y | -23.9% | +86.2% | -110.1% | -67.1% |
| 5Y | -30.8% | +72.9% | -103.7% | -67.0% |
| All | -6.2% | +147.0% | -153.2% | -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 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