-28.4%
DT vs IWF
+72.9%
-101.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -0.5% | +0.5% | -1.1% | -1.0% |
| 30D | +0.1% | -1.4% | +1.4% | +1.5% |
| 3M | +24.1% | +0.4% | +23.7% | +22.7% |
| 6M | +30.1% | +8.5% | +21.7% | +18.0% |
| YTD | +16.8% | +3.7% | +13.1% | +11.5% |
| 1Y | -0.1% | +8.5% | -8.6% | -9.7% |
| 3Y | +6.8% | +78.5% | -71.7% | -49.1% |
| 5Y | -28.4% | +73.6% | -102.0% | -62.0% |
| All | -28.4% | +72.9% | -101.2% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling