+152.4%
DKNG vs IWF
+213.4%
-61.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.4% |
| 7D | +3.0% | -0.9% | +4.0% | +4.3% |
| 30D | -3.0% | -1.7% | -1.3% | -1.0% |
| 3M | -17.6% | +0.7% | -18.3% | -19.1% |
| 6M | -3.2% | +8.6% | -11.8% | -14.6% |
| YTD | -28.2% | +3.5% | -31.7% | -32.6% |
| 1Y | -46.1% | +7.0% | -53.1% | -51.8% |
| 3Y | -22.2% | +76.3% | -98.5% | -64.4% |
| 5Y | -60.4% | +74.8% | -135.1% | -80.7% |
| All | +152.4% | +213.4% | -61.0% | -21.5% |
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