+909.0%
IWD vs DKS
+6,292.4%
-5,383.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | +3.0% | -3.3% | -0.9% |
| 30D | +0.6% | -30.5% | +31.1% | +7.1% |
| 3M | +7.2% | -35.7% | +42.9% | +16.0% |
| 6M | +16.2% | -29.7% | +45.9% | +22.7% |
| YTD | +23.3% | -28.9% | +52.2% | +29.7% |
| 1Y | +29.6% | -35.9% | +65.4% | +38.8% |
| 3Y | +70.5% | +28.2% | +42.3% | +50.5% |
| 5Y | +73.5% | +11.8% | +61.7% | +50.4% |
| 10Y | +198.3% | +211.6% | -13.3% | +79.9% |
| All | +909.0% | +6,292.4% | -5,383.4% | +245.3% |
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