+176.3%
DAL vs IWF
+68.4%
+107.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -3.4% |
| 7D | +2.3% | -1.1% | +3.4% | +3.3% |
| 30D | +14.3% | -8.3% | +22.6% | +25.2% |
| 3M | +1.3% | -5.6% | +6.9% | +7.4% |
| 6M | +29.3% | -5.4% | +34.7% | +36.4% |
| YTD | +33.0% | -1.2% | +34.2% | +33.6% |
| 1Y | +59.8% | -2.7% | +62.5% | +63.2% |
| All | +176.3% | +68.4% | +107.9% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling