+200.5%
IWD vs DD
+64.9%
+135.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.4% |
| 7D | -1.2% | -3.8% | +2.6% | +0.3% |
| 30D | -1.6% | -9.2% | +7.6% | +2.0% |
| 3M | +7.0% | -9.0% | +16.0% | +10.6% |
| 6M | +17.0% | -5.0% | +21.9% | +18.3% |
| YTD | +21.6% | +7.4% | +14.2% | +16.7% |
| 1Y | +28.0% | +35.1% | -7.1% | +11.3% |
| 3Y | +70.6% | +43.2% | +27.3% | +40.7% |
| 5Y | +73.3% | +59.6% | +13.7% | +33.4% |
| 10Y | +200.5% | +66.5% | +134.0% | +95.3% |
| All | +200.5% | +64.9% | +135.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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