+73.3%
IWD vs DTE
+31.9%
+41.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -1.6% | -0.5% | -1.1% | -1.5% |
| 3M | +7.0% | -6.0% | +13.0% | +9.3% |
| 6M | +17.0% | -7.2% | +24.2% | +19.9% |
| YTD | +21.6% | +7.2% | +14.5% | +17.4% |
| 1Y | +28.0% | +4.1% | +23.9% | +24.9% |
| 3Y | +70.6% | +46.9% | +23.7% | +42.4% |
| 5Y | +73.3% | +32.9% | +40.4% | +51.3% |
| All | +73.3% | +31.9% | +41.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling