+126.4%
DAL vs IWF
+409.9%
-283.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | +3.4% | +1.5% | +1.9% | +1.9% |
| 30D | -13.6% | -1.3% | -12.3% | -12.5% |
| 3M | +1.2% | +0.1% | +1.1% | +0.8% |
| 6M | +34.5% | +10.3% | +24.2% | +21.9% |
| YTD | +14.7% | +4.2% | +10.5% | +10.2% |
| 1Y | +29.2% | +9.3% | +19.9% | +18.2% |
| 3Y | +100.0% | +79.3% | +20.6% | +14.5% |
| 5Y | +106.3% | +73.8% | +32.5% | +21.0% |
| 10Y | +126.4% | +410.9% | -284.5% | -60.4% |
| All | +126.4% | +409.9% | -283.5% | -60.4% |
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