+115.6%
DT vs IWF
+214.5%
-98.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.7% |
| 7D | -2.5% | -1.7% | -0.8% | -0.7% |
| 30D | +3.5% | -1.8% | +5.4% | +5.7% |
| 3M | +26.7% | +1.5% | +25.3% | +23.7% |
| 6M | +36.1% | +7.7% | +28.4% | +23.4% |
| YTD | +18.6% | +2.7% | +15.9% | +13.8% |
| 1Y | +7.9% | +6.8% | +1.1% | -1.5% |
| 3Y | +8.6% | +76.9% | -68.3% | -48.5% |
| 5Y | -26.7% | +73.4% | -100.1% | -63.1% |
| All | +115.6% | +214.5% | -98.9% | -46.0% |
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