+3.7%
DT vs IWF
+78.0%
-74.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -4.9% | +1.5% | -6.4% | -5.9% |
| 30D | +2.7% | -1.3% | +4.0% | +3.6% |
| 3M | +20.0% | +0.1% | +19.8% | +19.5% |
| 6M | +28.0% | +10.3% | +17.8% | +18.4% |
| YTD | +16.0% | +4.2% | +11.9% | +12.4% |
| 1Y | +0.7% | +9.3% | -8.6% | -6.2% |
| All | +3.7% | +78.0% | -74.3% | -40.4% |
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