+62.5%
DRAM vs IWD
+25.4%
+37.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -10.4% |
| 7D | -16.6% | +2.5% | -19.2% | -21.0% |
| 30D | -26.9% | +6.0% | -32.8% | -36.4% |
| 3M | -17.8% | +3.8% | -21.6% | -25.4% |
| 6M | +6.2% | +16.3% | -10.1% | -35.5% |
| All | +62.5% | +25.4% | +37.1% | -17.1% |
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 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