+745.7%
IWD vs DD
+457.2%
+288.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +1.6% | +2.2% | -0.7% | +0.6% |
| 30D | +3.6% | +20.7% | -17.1% | -3.9% |
| 3M | +2.0% | +11.3% | -9.3% | -2.5% |
| 6M | +13.1% | +6.0% | +7.1% | +9.7% |
| YTD | +26.2% | +31.7% | -5.5% | +11.8% |
| 1Y | +29.6% | +32.2% | -2.7% | +14.5% |
| 3Y | +84.3% | +92.7% | -8.4% | +36.8% |
| 5Y | +73.4% | +72.1% | +1.3% | +32.1% |
| 10Y | +202.4% | +99.7% | +102.8% | +102.2% |
| All | +745.7% | +457.2% | +288.5% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling