-8.1%
DT vs IWD
+78.7%
-86.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -24.7% | -0.5% | -24.2% | -24.3% |
| 30D | -27.4% | +2.7% | -30.0% | -28.8% |
| 3M | -11.1% | +0.9% | -12.0% | -11.6% |
| 6M | +13.7% | +10.5% | +3.1% | +4.6% |
| YTD | +0.2% | +23.7% | -23.5% | -17.4% |
| 1Y | -5.7% | +28.7% | -34.4% | -25.4% |
| 3Y | -8.1% | +79.7% | -87.8% | -42.2% |
| All | -8.1% | +78.7% | -86.9% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling