+0.1%
DOW vs IWF
+221.3%
-221.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | +5.2% | +2.8% | +2.4% | +3.2% |
| 30D | +13.2% | -7.5% | +20.7% | +18.8% |
| 3M | +10.1% | -8.5% | +18.6% | +15.9% |
| 6M | -13.1% | -7.4% | -5.7% | -10.1% |
| YTD | +46.1% | -2.6% | +48.8% | +44.0% |
| 1Y | +50.0% | -1.8% | +51.9% | +46.9% |
| 3Y | -20.2% | +65.5% | -85.7% | -49.2% |
| 5Y | -27.7% | +55.8% | -83.5% | -52.3% |
| All | +0.1% | +221.3% | -221.2% | -70.0% |
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 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