+117.6%
DT vs IWD
+131.5%
-13.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.0% |
| 30D | +2.0% | +0.6% | +1.5% | +1.5% |
| 3M | +20.0% | +7.2% | +12.8% | +11.8% |
| 6M | +39.3% | +16.2% | +23.1% | +19.0% |
| YTD | +19.8% | +23.3% | -3.6% | -3.8% |
| 1Y | +4.3% | +29.6% | -25.3% | -20.4% |
| 3Y | +7.7% | +70.5% | -62.8% | -37.9% |
| 5Y | -26.8% | +73.5% | -100.3% | -57.6% |
| All | +117.6% | +131.5% | -13.9% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling