+73.6%
IWD vs DG
-37.3%
+110.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | -0.2% | -2.5% | +2.3% | +0.1% |
| 30D | -0.8% | +1.0% | -1.8% | -0.9% |
| 3M | +8.0% | +20.3% | -12.3% | +6.1% |
| 6M | +18.2% | -11.7% | +29.9% | +19.2% |
| YTD | +22.3% | -2.3% | +24.7% | +22.2% |
| 1Y | +28.9% | +20.0% | +8.9% | +26.0% |
| 3Y | +71.5% | +7.2% | +64.3% | +67.0% |
| 5Y | +73.6% | -37.9% | +111.5% | +86.0% |
| All | +73.6% | -37.3% | +110.9% | +86.0% |
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