-10.8%
DOW vs IWD
+141.5%
-152.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | +0.4% | +0.6% | -0.2% | -0.6% |
| 3M | -14.4% | +7.2% | -21.6% | -22.6% |
| 6M | -7.0% | +16.2% | -23.2% | -25.6% |
| YTD | +30.2% | +23.3% | +6.9% | -3.7% |
| 1Y | +29.2% | +29.6% | -0.4% | -10.2% |
| 3Y | -36.7% | +70.5% | -107.2% | -69.0% |
| 5Y | -37.7% | +73.5% | -111.2% | -70.3% |
| All | -10.8% | +141.5% | -152.3% | -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 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