+60.0%
DLR vs IWF
+79.6%
-19.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +3.4% | +1.5% | +1.9% | +2.5% |
| 30D | -2.2% | -1.3% | -1.0% | -1.4% |
| 3M | +4.7% | +0.1% | +4.6% | +4.3% |
| 6M | +9.0% | +10.3% | -1.3% | +1.7% |
| YTD | +24.1% | +4.2% | +20.0% | +20.2% |
| 1Y | +20.9% | +9.3% | +11.6% | +13.2% |
| 3Y | +60.0% | +79.3% | -19.3% | +2.0% |
| All | +60.0% | +79.6% | -19.6% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling