+57.3%
DRAM vs IWD
+24.2%
+33.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -1.6% |
| 7D | +18.0% | +1.7% | +16.3% | +13.5% |
| 30D | -17.4% | +3.2% | -20.6% | -22.2% |
| 3M | -20.3% | +2.3% | -22.6% | -23.9% |
| 6M | -14.9% | +12.9% | -27.8% | -43.8% |
| All | +57.3% | +24.2% | +33.1% | -16.9% |
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