+201.7%
IWD vs DTE
+152.1%
+49.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.3% | +3.4% | -1.2% | +0.7% |
| 30D | +3.6% | +8.9% | -5.3% | -0.5% |
| 3M | +2.2% | +1.1% | +1.1% | +1.5% |
| 6M | +13.0% | +0.1% | +12.9% | +12.4% |
| YTD | +26.5% | +11.1% | +15.5% | +19.3% |
| 1Y | +30.1% | +4.9% | +25.2% | +26.0% |
| 3Y | +84.9% | +58.6% | +26.3% | +44.0% |
| 5Y | +73.4% | +47.3% | +26.1% | +38.3% |
| All | +201.7% | +152.1% | +49.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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