+726.5%
IWD vs DTE
+1,323.8%
-597.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +0.6% | -2.6% | +3.1% | +1.9% |
| 3M | +7.2% | -3.9% | +11.1% | +9.1% |
| 6M | +16.2% | -7.9% | +24.1% | +20.6% |
| YTD | +23.3% | +7.2% | +16.2% | +17.9% |
| 1Y | +29.6% | +3.1% | +26.5% | +26.3% |
| 3Y | +70.5% | +47.6% | +22.9% | +35.1% |
| 5Y | +73.5% | +32.7% | +40.7% | +43.7% |
| 10Y | +198.3% | +138.8% | +59.6% | +70.9% |
| All | +726.5% | +1,323.8% | -597.3% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling