+195.5%
IWD vs DG
+99.2%
+96.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -2.3% | -6.3% | +4.0% | -1.3% |
| 30D | -1.8% | +2.4% | -4.2% | -2.2% |
| 3M | +8.0% | +12.4% | -4.4% | +5.7% |
| 6M | +17.0% | -14.9% | +31.9% | +19.5% |
| YTD | +21.3% | -6.1% | +27.3% | +21.7% |
| 1Y | +27.9% | +17.9% | +10.1% | +23.1% |
| 3Y | +70.1% | +3.1% | +66.9% | +62.0% |
| 5Y | +74.2% | -38.7% | +112.8% | +86.6% |
| All | +195.5% | +99.2% | +96.3% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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