+3,477.6%
DLR vs IWF
+1,189.6%
+2,288.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -1.9% |
| 7D | -2.0% | -1.1% | -0.9% | -1.2% |
| 30D | +0.5% | -8.3% | +8.8% | +8.2% |
| 3M | -4.4% | -5.6% | +1.1% | +0.4% |
| 6M | -6.4% | -5.4% | -1.0% | -2.5% |
| YTD | +19.5% | -1.2% | +20.7% | +19.3% |
| 1Y | +10.5% | -2.6% | +13.2% | +11.8% |
| 3Y | +54.0% | +67.8% | -13.8% | -6.5% |
| 5Y | +39.7% | +60.1% | -20.4% | -13.5% |
| 10Y | +189.5% | +392.2% | -202.6% | -46.8% |
| All | +3,477.6% | +1,189.6% | +2,288.0% | +133.6% |
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