+176.5%
DLR vs IWF
+422.7%
-246.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.7% |
| 30D | -4.3% | -1.7% | -2.6% | -3.2% |
| 3M | +3.8% | +0.7% | +3.2% | +3.0% |
| 6M | +5.8% | +8.6% | -2.7% | -0.5% |
| YTD | +23.5% | +3.5% | +20.0% | +19.9% |
| 1Y | +11.1% | +7.0% | +4.0% | +5.2% |
| 3Y | +57.9% | +76.3% | -18.5% | +4.9% |
| 5Y | +44.0% | +74.8% | -30.8% | -5.6% |
| All | +176.5% | +422.7% | -246.3% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling