+252.0%
DIS vs IWF
+727.1%
-475.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | +0.5% | -3.1% | -3.1% |
| 30D | +3.5% | -0.4% | +3.9% | +3.6% |
| 3M | +6.8% | -2.6% | +9.4% | +8.3% |
| 6M | +3.0% | +9.1% | -6.2% | -6.1% |
| YTD | -6.7% | +4.5% | -11.2% | -11.6% |
| 1Y | -10.1% | +10.1% | -20.2% | -19.2% |
| 3Y | +33.0% | +77.6% | -44.6% | -25.7% |
| 5Y | -40.0% | +73.7% | -113.7% | -66.1% |
| 10Y | +21.1% | +411.5% | -390.5% | -77.4% |
| All | +252.0% | +727.1% | -475.0% | -68.5% |
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 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