+63.2%
DHI vs IWF
+73.7%
-10.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -2.8% |
| 30D | -5.4% | -1.7% | -3.7% | -4.3% |
| 3M | -10.4% | +0.7% | -11.1% | -11.1% |
| 6M | -2.8% | +8.6% | -11.3% | -8.5% |
| YTD | -3.4% | +3.5% | -6.9% | -6.3% |
| 1Y | -22.9% | +7.0% | -29.9% | -27.4% |
| 3Y | +20.7% | +76.3% | -55.7% | -28.4% |
| All | +63.2% | +73.7% | -10.5% | -3.5% |
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