+247.6%
DIA vs IWF
+422.7%
-175.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | -1.6% | -0.9% | -0.6% | -0.9% |
| 30D | -2.0% | -1.7% | -0.3% | -0.9% |
| 3M | +3.6% | +0.7% | +3.0% | +2.8% |
| 6M | +11.5% | +8.6% | +3.0% | +4.7% |
| YTD | +10.4% | +3.5% | +6.8% | +7.1% |
| 1Y | +15.6% | +7.0% | +8.5% | +9.2% |
| 3Y | +58.9% | +76.3% | -17.5% | +2.0% |
| 5Y | +65.3% | +74.8% | -9.4% | +4.9% |
| All | +247.6% | +422.7% | -175.1% | -13.5% |
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 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