+555.4%
IWD vs DG
+606.1%
-50.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -0.3% | +8.4% | -8.7% | -1.7% |
| 30D | +0.6% | +4.9% | -4.4% | -0.3% |
| 3M | +7.2% | +29.3% | -22.1% | +2.3% |
| 6M | +16.2% | -11.3% | +27.5% | +18.0% |
| YTD | +23.3% | +1.8% | +21.6% | +22.1% |
| 1Y | +29.6% | +25.3% | +4.2% | +23.0% |
| 3Y | +70.5% | +9.1% | +61.4% | +60.6% |
| 5Y | +73.5% | -34.9% | +108.4% | +80.9% |
| 10Y | +198.3% | +108.2% | +90.2% | +138.9% |
| All | +555.4% | +606.1% | -50.7% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling