+63.6%
DIA vs IWF
+72.9%
-9.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -1.2% | +0.5% | -1.8% | -1.5% |
| 30D | -2.7% | -1.4% | -1.3% | -2.0% |
| 3M | +3.3% | +0.4% | +2.8% | +2.8% |
| 6M | +10.4% | +8.5% | +2.0% | +5.1% |
| YTD | +10.0% | +3.7% | +6.3% | +7.3% |
| 1Y | +16.2% | +8.5% | +7.7% | +10.4% |
| 3Y | +58.7% | +78.5% | -19.8% | +12.0% |
| 5Y | +63.6% | +73.6% | -10.1% | +13.5% |
| All | +63.6% | +72.9% | -9.3% | +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 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