+749.4%
IWD vs DRI
+3,789.6%
-3,040.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.3% |
| 30D | +3.6% | +14.7% | -11.1% | -0.4% |
| 3M | +2.7% | +5.4% | -2.8% | +0.8% |
| 6M | +13.2% | +18.8% | -5.6% | +7.1% |
| YTD | +26.8% | +28.4% | -1.6% | +16.8% |
| 1Y | +29.3% | +37.7% | -8.4% | +16.7% |
| 3Y | +85.1% | +68.0% | +17.2% | +55.5% |
| 5Y | +74.2% | +78.8% | -4.6% | +41.9% |
| 10Y | +204.6% | +334.2% | -129.6% | +76.0% |
| All | +749.4% | +3,789.6% | -3,040.1% | +182.8% |
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