+4,199.2%
DHR vs IWF
+724.4%
+3,474.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -0.8% | +1.5% | -2.3% | -2.0% |
| 30D | +0.2% | -1.3% | +1.5% | +1.2% |
| 3M | +12.1% | +0.1% | +11.9% | +10.8% |
| 6M | +5.4% | +10.3% | -4.8% | -3.7% |
| YTD | -10.0% | +4.2% | -14.1% | -14.0% |
| 1Y | +4.1% | +9.3% | -5.2% | -4.8% |
| 3Y | -5.2% | +79.3% | -84.5% | -43.2% |
| 5Y | -28.2% | +73.8% | -102.0% | -56.6% |
| 10Y | +208.4% | +410.9% | -202.5% | -25.7% |
| All | +4,199.2% | +724.4% | +3,474.7% | +470.6% |
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