+220.9%
IWD vs DOC
+19.9%
+201.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.5% |
| 7D | +2.5% | +8.7% | -6.2% | -0.4% |
| 30D | +6.0% | +7.6% | -1.7% | +3.2% |
| 3M | +3.8% | -5.3% | +9.0% | +5.5% |
| 6M | +16.3% | +27.6% | -11.3% | +5.4% |
| YTD | +27.5% | +32.4% | -4.9% | +13.4% |
| 1Y | +32.8% | +22.9% | +9.9% | +21.4% |
| 3Y | +84.3% | +43.1% | +41.2% | +56.1% |
| 5Y | +75.7% | -21.4% | +97.1% | +84.9% |
| 10Y | +220.9% | +16.8% | +204.1% | +190.8% |
| All | +220.9% | +19.9% | +201.0% | +190.8% |
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