+36.6%
DIS vs IWF
+391.9%
-355.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | -0.1% |
| 7D | +5.3% | -1.0% | +6.4% | +5.9% |
| 30D | +10.2% | -10.1% | +20.3% | +18.6% |
| 3M | +13.5% | -7.6% | +21.2% | +19.4% |
| 6M | +11.1% | -6.7% | +17.9% | +15.3% |
| YTD | +5.5% | -2.5% | +8.0% | +5.6% |
| 1Y | +9.1% | -2.1% | +11.2% | +8.7% |
| 3Y | +36.0% | +68.6% | -32.6% | -14.2% |
| 5Y | -29.8% | +55.8% | -85.7% | -53.5% |
| 10Y | +36.6% | +383.3% | -346.6% | -60.8% |
| All | +36.6% | +391.9% | -355.3% | -60.8% |
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