+290.3%
DIS vs IWF
+649.6%
-359.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.5% |
| 7D | +5.2% | -5.0% | +10.2% | +9.8% |
| 30D | +11.5% | -13.2% | +24.7% | +25.7% |
| 3M | +11.5% | -9.4% | +21.0% | +20.7% |
| 6M | +8.9% | -8.6% | +17.4% | +15.7% |
| YTD | +3.4% | -5.3% | +8.7% | +6.1% |
| 1Y | +7.2% | -5.0% | +12.2% | +9.5% |
| 3Y | +43.3% | +64.6% | -21.3% | -15.0% |
| 5Y | -31.4% | +50.8% | -82.2% | -56.3% |
| 10Y | +37.1% | +385.7% | -348.6% | -73.5% |
| All | +290.3% | +649.6% | -359.3% | -62.2% |
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