+4,770.1%
DELL vs IWF
+409.3%
+4,360.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +25.6% | +1.5% | +24.1% | +23.7% |
| 30D | +17.7% | -1.3% | +18.9% | +19.7% |
| 3M | +33.4% | +0.1% | +33.3% | +34.8% |
| 6M | +266.2% | +10.3% | +255.9% | +235.9% |
| YTD | +328.0% | +4.2% | +323.8% | +317.8% |
| 1Y | +339.6% | +9.3% | +330.3% | +309.7% |
| 3Y | +694.6% | +79.3% | +615.3% | +376.9% |
| 5Y | +1,122.0% | +73.8% | +1,048.2% | +643.9% |
| 10Y | +4,062.5% | +410.9% | +3,651.6% | +777.8% |
| All | +4,770.1% | +409.3% | +4,360.8% | +930.6% |
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 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