+935.0%
IWD vs DKS
+6,842.3%
-5,907.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.4% |
| 7D | +2.3% | +6.3% | -4.0% | +0.9% |
| 30D | +3.6% | +9.3% | -5.7% | +1.4% |
| 3M | +2.2% | -25.3% | +27.4% | +6.8% |
| 6M | +13.0% | -29.2% | +42.2% | +19.0% |
| YTD | +26.5% | -22.7% | +49.3% | +30.2% |
| 1Y | +30.1% | -30.1% | +60.3% | +36.7% |
| 3Y | +84.9% | +45.6% | +39.2% | +58.2% |
| 5Y | +73.4% | +28.5% | +44.9% | +45.6% |
| 10Y | +204.0% | +235.2% | -31.2% | +80.1% |
| All | +935.0% | +6,842.3% | -5,907.2% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling