+404.6%
DHI vs IWF
+422.7%
-18.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | -3.4% | -0.9% | -2.5% | -2.7% |
| 30D | -5.4% | -1.7% | -3.7% | -4.1% |
| 3M | -10.4% | +0.7% | -11.1% | -11.3% |
| 6M | -2.8% | +8.6% | -11.3% | -9.6% |
| YTD | -3.4% | +3.5% | -6.9% | -7.0% |
| 1Y | -22.9% | +7.0% | -29.9% | -28.2% |
| 3Y | +20.7% | +76.3% | -55.7% | -31.2% |
| 5Y | +62.1% | +74.8% | -12.6% | -7.1% |
| All | +404.6% | +422.7% | -18.1% | +0.3% |
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 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