+201.7%
IWD vs DD
+97.1%
+104.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.3% | +5.0% | -2.7% | +0.4% |
| 30D | +3.6% | +19.7% | -16.1% | -3.6% |
| 3M | +2.2% | +7.2% | -5.0% | -1.0% |
| 6M | +13.0% | +1.0% | +11.9% | +11.7% |
| YTD | +26.5% | +29.1% | -2.6% | +12.6% |
| 1Y | +30.1% | +28.5% | +1.7% | +16.0% |
| 3Y | +84.9% | +89.4% | -4.6% | +36.3% |
| 5Y | +73.4% | +67.1% | +6.2% | +31.7% |
| All | +201.7% | +97.1% | +104.6% | +86.5% |
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