+202.4%
IWD vs DG
+119.6%
+82.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +1.6% | +5.2% | -3.6% | +0.7% |
| 30D | +3.6% | +7.9% | -4.3% | +2.2% |
| 3M | +2.0% | +12.7% | -10.7% | -0.2% |
| 6M | +13.1% | +22.4% | -9.4% | +8.8% |
| YTD | +26.2% | +5.4% | +20.8% | +24.1% |
| 1Y | +29.6% | +39.4% | -9.8% | +21.2% |
| 3Y | +84.3% | +24.1% | +60.2% | +69.4% |
| 5Y | +73.4% | -32.2% | +105.6% | +83.1% |
| 10Y | +202.4% | +111.8% | +90.6% | +145.1% |
| All | +202.4% | +119.6% | +82.9% | +145.1% |
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