+851.5%
DE vs IWF
+422.7%
+428.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -2.6% | -0.9% | -1.6% | -2.0% |
| 30D | +9.0% | -1.7% | +10.8% | +10.2% |
| 3M | +19.1% | +0.7% | +18.5% | +18.0% |
| 6M | +14.4% | +8.6% | +5.8% | +7.1% |
| YTD | +45.9% | +3.5% | +42.4% | +40.9% |
| 1Y | +43.6% | +7.0% | +36.6% | +34.8% |
| 3Y | +75.9% | +76.3% | -0.5% | +10.8% |
| 5Y | +98.8% | +74.8% | +24.0% | +23.0% |
| All | +851.5% | +422.7% | +428.7% | +120.6% |
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