+5,217.6%
DHI vs IWF
+719.4%
+4,498.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | -3.4% | -0.9% | -2.5% | -2.4% |
| 30D | -5.4% | -1.7% | -3.7% | -3.7% |
| 3M | -10.4% | +0.7% | -11.1% | -11.7% |
| 6M | -2.8% | +8.6% | -11.3% | -11.9% |
| YTD | -3.4% | +3.5% | -6.9% | -8.4% |
| 1Y | -22.9% | +7.0% | -29.9% | -30.1% |
| 3Y | +20.7% | +76.3% | -55.7% | -41.3% |
| 5Y | +62.1% | +74.8% | -12.6% | -21.5% |
| 10Y | +410.4% | +420.5% | -10.0% | -36.4% |
| All | +5,217.6% | +719.4% | +4,498.2% | +209.6% |
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