-34.9%
DOW vs IWF
+77.2%
-112.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -6.0% | +0.5% | -6.5% | -6.3% |
| 30D | -2.7% | -1.4% | -1.4% | -2.2% |
| 3M | -10.5% | +0.4% | -10.9% | -11.2% |
| 6M | -12.4% | +8.5% | -20.9% | -17.5% |
| YTD | +30.0% | +3.7% | +26.3% | +26.2% |
| 1Y | +27.8% | +8.5% | +19.3% | +20.1% |
| All | -34.9% | +77.2% | -112.1% | -56.4% |
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