+726.5%
IWD vs DRI
+3,554.9%
-2,828.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.6% | +3.8% | -3.3% | -0.6% |
| 3M | +7.2% | +13.0% | -5.8% | +3.2% |
| 6M | +16.2% | +8.3% | +7.9% | +12.9% |
| YTD | +23.3% | +20.6% | +2.7% | +15.9% |
| 1Y | +29.6% | +6.5% | +23.1% | +25.8% |
| 3Y | +70.5% | +53.7% | +16.7% | +47.0% |
| 5Y | +73.5% | +72.7% | +0.8% | +42.7% |
| 10Y | +198.3% | +363.2% | -164.8% | +69.4% |
| All | +726.5% | +3,554.9% | -2,828.4% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling