+475.0%
DINO vs IWF
+422.7%
+52.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.9% |
| 30D | +22.6% | -1.7% | +24.4% | +24.0% |
| 3M | +55.2% | +0.7% | +54.6% | +53.6% |
| 6M | +93.8% | +8.6% | +85.2% | +80.6% |
| YTD | +139.5% | +3.5% | +136.0% | +130.1% |
| 1Y | +115.3% | +7.0% | +108.3% | +101.5% |
| 3Y | +98.8% | +76.3% | +22.5% | +27.6% |
| 5Y | +333.5% | +74.8% | +258.7% | +172.8% |
| All | +475.0% | +422.7% | +52.2% | +9.4% |
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