+99.6%
DE vs IWF
+73.7%
+26.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -2.6% | -0.9% | -1.6% | -2.2% |
| 30D | +9.0% | -1.7% | +10.8% | +9.8% |
| 3M | +19.1% | +0.7% | +18.5% | +18.4% |
| 6M | +14.4% | +8.6% | +5.8% | +9.4% |
| YTD | +45.9% | +3.5% | +42.4% | +42.6% |
| 1Y | +43.6% | +7.0% | +36.6% | +37.6% |
| 3Y | +75.9% | +76.3% | -0.5% | +27.6% |
| All | +99.6% | +73.7% | +26.0% | +35.6% |
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 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