+205.0%
IWD vs DRI
+370.8%
-165.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | +1.3% | +3.1% | -1.9% | +0.4% |
| 30D | +3.6% | +16.2% | -12.7% | -0.8% |
| 3M | +2.3% | +8.4% | -6.0% | -0.3% |
| 6M | +13.0% | +19.0% | -6.0% | +6.9% |
| YTD | +26.2% | +28.8% | -2.6% | +16.2% |
| 1Y | +30.5% | +33.1% | -2.7% | +18.8% |
| 3Y | +86.2% | +70.8% | +15.4% | +55.4% |
| 5Y | +72.9% | +74.2% | -1.4% | +41.5% |
| 10Y | +205.0% | +345.5% | -140.5% | +92.2% |
| All | +205.0% | +370.8% | -165.7% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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