+117.6%
DT vs IWF
+219.9%
-102.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | +0.5% | -3.8% | -3.8% |
| 30D | +2.0% | -0.4% | +2.4% | +2.5% |
| 3M | +20.0% | -2.6% | +22.6% | +22.7% |
| 6M | +39.3% | +9.1% | +30.1% | +24.4% |
| YTD | +19.8% | +4.5% | +15.3% | +12.7% |
| 1Y | +4.3% | +10.1% | -5.8% | -8.1% |
| 3Y | +7.7% | +77.6% | -69.9% | -49.0% |
| 5Y | -26.8% | +73.7% | -100.6% | -63.2% |
| All | +117.6% | +219.9% | -102.3% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling