+72.9%
IWD vs DG
-32.0%
+104.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.8% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +3.6% | +7.4% | -3.9% | +2.8% |
| 3M | +2.3% | +8.5% | -6.2% | +1.4% |
| 6M | +13.0% | +21.9% | -8.8% | +10.7% |
| YTD | +26.2% | +4.9% | +21.3% | +25.1% |
| 1Y | +30.5% | +40.4% | -9.9% | +25.7% |
| 3Y | +86.2% | +23.5% | +62.7% | +77.8% |
| 5Y | +72.9% | -32.3% | +105.2% | +84.5% |
| All | +72.9% | -32.0% | +104.9% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling