+102.9%
DAL vs IWF
+50.6%
+52.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.9% |
| 7D | +8.8% | -5.0% | +13.8% | +14.4% |
| 30D | +5.4% | -13.2% | +18.6% | +21.6% |
| 3M | -4.9% | -9.4% | +4.5% | +4.9% |
| 6M | +19.8% | -8.6% | +28.4% | +30.6% |
| YTD | +27.0% | -5.3% | +32.3% | +33.7% |
| 1Y | +52.5% | -5.0% | +57.4% | +59.8% |
| 3Y | +173.8% | +64.6% | +109.2% | +65.7% |
| All | +102.9% | +50.6% | +52.3% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling