+87.8%
DT vs IWF
+198.1%
-110.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +1.0% |
| 7D | +3.1% | +2.8% | +0.3% | -0.1% |
| 30D | -29.5% | -7.5% | -22.0% | -23.3% |
| 3M | -11.7% | -8.5% | -3.2% | -3.1% |
| 6M | +29.0% | -7.4% | +36.4% | +38.9% |
| YTD | +3.4% | -2.6% | +6.0% | +4.8% |
| 1Y | -4.2% | -1.8% | -2.4% | -4.0% |
| 3Y | -12.8% | +65.5% | -78.3% | -55.6% |
| 5Y | -39.6% | +55.8% | -95.4% | -65.8% |
| All | +87.8% | +198.1% | -110.3% | -50.3% |
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