+4,940.0%
DE vs IWF
+724.4%
+4,215.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | +0.7% | +1.5% | -0.8% | -0.6% |
| 30D | +9.6% | -1.3% | +10.9% | +10.6% |
| 3M | +19.0% | +0.1% | +18.9% | +18.0% |
| 6M | +16.1% | +10.3% | +5.8% | +5.4% |
| YTD | +47.0% | +4.2% | +42.9% | +39.7% |
| 1Y | +43.1% | +9.3% | +33.8% | +29.6% |
| 3Y | +77.5% | +79.3% | -1.8% | -0.3% |
| 5Y | +96.4% | +73.8% | +22.6% | +8.9% |
| 10Y | +852.9% | +410.9% | +442.0% | +82.4% |
| All | +4,940.0% | +724.4% | +4,215.6% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling