+69.3%
IWD vs DRI
+74.0%
-4.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | -0.5% | +2.8% | -3.3% | -1.2% |
| 30D | +2.7% | +13.3% | -10.6% | -0.9% |
| 3M | +0.9% | +8.2% | -7.3% | -1.6% |
| 6M | +10.5% | +17.5% | -7.0% | +4.9% |
| YTD | +23.7% | +26.9% | -3.2% | +14.0% |
| 1Y | +28.7% | +31.6% | -2.8% | +17.1% |
| 3Y | +79.7% | +67.0% | +12.8% | +48.2% |
| All | +69.3% | +74.0% | -4.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling