+84.3%
IWD vs DKS
+43.3%
+41.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +1.6% | +9.4% | -7.9% | +0.4% |
| 30D | +3.6% | +9.8% | -6.2% | +2.3% |
| 3M | +2.0% | -29.3% | +31.3% | +6.1% |
| 6M | +13.1% | -32.6% | +45.6% | +18.1% |
| YTD | +26.2% | -22.6% | +48.8% | +28.6% |
| 1Y | +29.6% | -29.8% | +59.4% | +33.9% |
| 3Y | +84.3% | +43.2% | +41.1% | +65.6% |
| All | +84.3% | +43.3% | +41.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling