+195.5%
IWD vs DKS
+199.2%
-3.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.3% | -4.7% | +2.4% | -1.5% |
| 30D | -1.8% | -35.1% | +33.3% | +4.6% |
| 3M | +8.0% | -37.7% | +45.7% | +15.7% |
| 6M | +17.0% | -30.7% | +47.7% | +22.5% |
| YTD | +21.3% | -31.9% | +53.2% | +27.3% |
| 1Y | +27.9% | -40.0% | +68.0% | +36.9% |
| 3Y | +70.1% | +28.4% | +41.7% | +53.7% |
| 5Y | +74.2% | +12.4% | +61.7% | +55.0% |
| All | +195.5% | +199.2% | -3.8% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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