+41.5%
DLR vs IWF
+71.2%
-29.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.1% |
| 30D | -2.9% | -1.8% | -1.0% | -1.6% |
| 3M | +3.2% | +1.5% | +1.8% | +1.8% |
| 6M | +3.9% | +7.7% | -3.8% | -1.9% |
| YTD | +21.4% | +2.7% | +18.7% | +18.4% |
| 1Y | +9.7% | +6.8% | +2.9% | +4.0% |
| 3Y | +56.5% | +76.9% | -20.3% | +2.5% |
| 5Y | +41.5% | +73.4% | -31.9% | -11.7% |
| All | +41.5% | +71.2% | -29.7% | -11.7% |
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