+87.8%
DT vs IWD
+137.5%
-49.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +3.1% | +2.3% | +0.9% | +0.8% |
| 30D | -29.5% | +3.6% | -33.1% | -31.9% |
| 3M | -11.7% | +2.2% | -13.9% | -13.5% |
| 6M | +29.0% | +13.0% | +16.0% | +14.2% |
| YTD | +3.4% | +26.5% | -23.1% | -19.0% |
| 1Y | -4.2% | +30.1% | -34.4% | -27.1% |
| 3Y | -12.8% | +84.9% | -97.7% | -53.7% |
| 5Y | -39.6% | +73.4% | -112.9% | -65.1% |
| All | +87.8% | +137.5% | -49.7% | -18.2% |
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