+73.6%
IWD vs DRI
+70.3%
+3.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -0.2% | -1.2% | +1.1% | +0.2% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | +8.0% | +9.5% | -1.5% | +4.9% |
| 6M | +18.2% | +6.5% | +11.7% | +15.4% |
| YTD | +22.3% | +18.4% | +3.9% | +15.2% |
| 1Y | +28.9% | +4.2% | +24.7% | +25.9% |
| 3Y | +71.5% | +57.1% | +14.5% | +44.7% |
| 5Y | +73.6% | +70.4% | +3.2% | +38.7% |
| All | +73.6% | +70.3% | +3.3% | +38.7% |
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