+206.2%
IWD vs DOC
+14.9%
+191.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -0.9% | +6.2% | -7.1% | -3.0% |
| 30D | +2.6% | +6.5% | -3.8% | +0.3% |
| 3M | +1.2% | -6.2% | +7.5% | +3.3% |
| 6M | +12.1% | +25.6% | -13.5% | +2.2% |
| YTD | +24.1% | +32.1% | -7.9% | +10.6% |
| 1Y | +28.5% | +20.3% | +8.2% | +18.4% |
| 3Y | +79.5% | +42.7% | +36.8% | +52.1% |
| 5Y | +70.3% | -22.2% | +92.5% | +79.9% |
| All | +206.2% | +14.9% | +191.3% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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