-26.7%
DT vs IWD
+73.6%
-100.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -0.8% |
| 7D | -3.3% | -0.3% | -3.0% | -3.0% |
| 30D | +2.0% | +0.6% | +1.5% | +1.4% |
| 3M | +20.0% | +7.2% | +12.8% | +10.3% |
| 6M | +39.3% | +16.2% | +23.1% | +15.2% |
| YTD | +19.8% | +23.3% | -3.6% | -8.4% |
| 1Y | +4.3% | +29.6% | -25.3% | -25.3% |
| 3Y | +7.7% | +70.5% | -62.8% | -47.4% |
| All | -26.7% | +73.6% | -100.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling