-12.6%
DT vs IWD
+84.7%
-97.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +2.7% | +1.7% | +1.1% | +1.3% |
| 30D | -30.4% | +3.2% | -33.6% | -32.1% |
| 3M | -9.4% | +2.3% | -11.7% | -11.0% |
| 6M | +14.5% | +12.9% | +1.6% | +3.5% |
| YTD | +3.6% | +26.2% | -22.6% | -16.2% |
| 1Y | -3.4% | +28.3% | -31.7% | -23.2% |
| All | -12.6% | +84.7% | -97.4% | -48.1% |
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