+82.3%
DT vs IWD
+136.9%
-54.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -7.5% | +1.6% | -9.1% | -8.9% |
| 30D | -31.5% | +3.6% | -35.1% | -33.8% |
| 3M | -14.0% | +2.0% | -16.0% | -15.6% |
| 6M | +6.9% | +13.1% | -6.2% | -5.5% |
| YTD | +0.3% | +26.2% | -25.8% | -21.2% |
| 1Y | -6.9% | +29.6% | -36.5% | -28.9% |
| 3Y | -13.9% | +84.3% | -98.2% | -54.1% |
| 5Y | -39.9% | +73.4% | -113.4% | -65.3% |
| All | +82.3% | +136.9% | -54.6% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling