+198.1%
IWD vs DGX
+255.3%
-57.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -0.8% | -1.2% | +0.3% | -0.5% |
| 3M | +6.9% | +15.8% | -8.8% | +1.5% |
| 6M | +18.3% | +18.2% | +0.1% | +11.3% |
| YTD | +22.4% | +37.2% | -14.8% | +8.9% |
| 1Y | +27.4% | +30.4% | -2.9% | +15.2% |
| 3Y | +71.2% | +96.7% | -25.6% | +31.2% |
| 5Y | +75.7% | +67.2% | +8.5% | +41.0% |
| All | +198.1% | +255.3% | -57.3% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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