+719.8%
IWD vs DGX
+1,796.2%
-1,076.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.8% | -1.2% | +0.4% | -0.5% |
| 3M | +8.0% | +19.9% | -11.9% | +2.3% |
| 6M | +18.2% | +19.2% | -1.0% | +11.9% |
| YTD | +22.3% | +37.5% | -15.2% | +10.9% |
| 1Y | +28.9% | +31.3% | -2.4% | +18.2% |
| 3Y | +71.5% | +96.6% | -25.1% | +38.5% |
| 5Y | +73.6% | +64.3% | +9.3% | +46.2% |
| 10Y | +194.7% | +241.1% | -46.4% | +96.8% |
| All | +719.8% | +1,796.2% | -1,076.4% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling