+71.5%
IWD vs DG
+10.3%
+61.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.6% |
| 7D | -0.2% | -2.5% | +2.3% | 0.0% |
| 30D | -0.8% | +1.0% | -1.8% | -0.9% |
| 3M | +8.0% | +20.3% | -12.3% | +7.0% |
| 6M | +18.2% | -11.7% | +29.9% | +18.6% |
| YTD | +22.3% | -2.3% | +24.7% | +22.2% |
| 1Y | +28.9% | +20.0% | +8.9% | +27.6% |
| 3Y | +71.5% | +7.2% | +64.3% | +69.4% |
| All | +71.5% | +10.3% | +61.2% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling