+797.6%
DIA vs IWF
+724.4%
+73.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +0.1% | +1.5% | -1.4% | -1.1% |
| 30D | -2.1% | -1.3% | -0.8% | -1.2% |
| 3M | +4.2% | +0.1% | +4.0% | +3.6% |
| 6M | +11.9% | +10.3% | +1.6% | +3.1% |
| YTD | +10.8% | +4.2% | +6.7% | +6.7% |
| 1Y | +17.5% | +9.3% | +8.2% | +8.7% |
| 3Y | +59.9% | +79.3% | -19.4% | -1.9% |
| 5Y | +64.1% | +73.8% | -9.6% | +0.4% |
| 10Y | +246.2% | +410.9% | -164.7% | -13.6% |
| All | +797.6% | +724.4% | +73.2% | +18.3% |
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