+128.1%
DAL vs IWF
+391.9%
-263.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +2.4% |
| 7D | +10.0% | -1.0% | +11.1% | +11.1% |
| 30D | +12.0% | -10.1% | +22.1% | +24.1% |
| 3M | +0.8% | -7.6% | +8.4% | +8.7% |
| 6M | +26.2% | -6.7% | +32.9% | +34.5% |
| YTD | +33.7% | -2.5% | +36.2% | +36.8% |
| 1Y | +57.6% | -2.1% | +59.6% | +60.4% |
| 3Y | +183.5% | +68.6% | +114.8% | +72.4% |
| 5Y | +114.2% | +55.8% | +58.4% | +39.6% |
| 10Y | +128.1% | +383.3% | -255.1% | -58.5% |
| All | +128.1% | +391.9% | -263.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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