+41.5%
DRAM vs IWD
+21.7%
+19.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +7.0% |
| 7D | -18.2% | -0.5% | -17.7% | -15.9% |
| 30D | -34.5% | +2.7% | -37.2% | -37.9% |
| 3M | -23.6% | +0.9% | -24.5% | -25.3% |
| 6M | -19.3% | +10.5% | -29.8% | -43.9% |
| All | +41.5% | +21.7% | +19.8% | -21.7% |
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