+4,404.4%
DELL vs IWF
+422.7%
+3,981.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.1% |
| 7D | +8.2% | -0.9% | +9.2% | +9.5% |
| 30D | +17.1% | -1.7% | +18.8% | +19.8% |
| 3M | +45.2% | +0.7% | +44.5% | +45.8% |
| 6M | +286.8% | +8.6% | +278.2% | +261.2% |
| YTD | +354.8% | +3.5% | +351.3% | +347.5% |
| 1Y | +358.3% | +7.0% | +351.2% | +337.2% |
| 3Y | +724.9% | +76.3% | +648.6% | +403.6% |
| 5Y | +1,193.7% | +74.8% | +1,118.9% | +684.5% |
| All | +4,404.4% | +422.7% | +3,981.7% | +827.4% |
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