+75.7%
IWD vs DOC
-22.8%
+98.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.6% |
| 7D | +2.5% | +8.7% | -6.2% | -0.1% |
| 30D | +6.0% | +7.6% | -1.7% | +3.5% |
| 3M | +3.8% | -5.3% | +9.0% | +5.3% |
| 6M | +16.3% | +27.6% | -11.3% | +6.5% |
| YTD | +27.5% | +32.4% | -4.9% | +14.6% |
| 1Y | +32.8% | +22.9% | +9.9% | +22.5% |
| 3Y | +84.3% | +43.1% | +41.2% | +57.1% |
| 5Y | +75.7% | -21.4% | +97.1% | +93.0% |
| All | +75.7% | -22.8% | +98.5% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling