+3,595.7%
DLR vs IWF
+1,263.4%
+2,332.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.1% |
| 30D | -3.4% | -0.4% | -3.0% | -3.0% |
| 3M | +0.5% | -2.6% | +3.1% | +2.2% |
| 6M | +4.6% | +9.1% | -4.6% | -4.0% |
| YTD | +23.4% | +4.5% | +18.9% | +17.5% |
| 1Y | +19.0% | +10.1% | +8.9% | +8.0% |
| 3Y | +56.5% | +77.6% | -21.1% | -9.7% |
| 5Y | +33.3% | +73.7% | -40.4% | -23.4% |
| 10Y | +165.1% | +411.5% | -246.4% | -52.7% |
| All | +3,595.7% | +1,263.4% | +2,332.2% | +130.0% |
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 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