+43.3%
DIS vs IWF
+65.2%
-21.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | +5.2% | -5.0% | +10.2% | +7.7% |
| 30D | +11.5% | -13.2% | +24.7% | +19.2% |
| 3M | +11.5% | -9.4% | +21.0% | +16.5% |
| 6M | +8.9% | -8.6% | +17.4% | +12.7% |
| YTD | +3.4% | -5.3% | +8.7% | +4.7% |
| 1Y | +7.2% | -5.0% | +12.2% | +8.4% |
| 3Y | +43.3% | +64.6% | -21.3% | +24.0% |
| All | +43.3% | +65.2% | -21.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling