-59.1%
DKNG vs IWF
+73.7%
-132.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.2% |
| 7D | +3.0% | -0.9% | +4.0% | +4.4% |
| 30D | -3.0% | -1.7% | -1.3% | -0.7% |
| 3M | -17.6% | +0.7% | -18.3% | -19.4% |
| 6M | -3.2% | +8.6% | -11.8% | -16.6% |
| YTD | -28.2% | +3.5% | -31.7% | -33.5% |
| 1Y | -46.1% | +7.0% | -53.1% | -53.0% |
| 3Y | -22.2% | +76.3% | -98.5% | -72.0% |
| All | -59.1% | +73.7% | -132.7% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling