+290.3%
IWF vs DBX
+16.6%
+273.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | -1.3% | -2.9% | +1.6% | -0.6% |
| 3M | +0.1% | +23.8% | -23.7% | -6.6% |
| 6M | +10.3% | +26.2% | -15.9% | +1.3% |
| YTD | +4.2% | +21.6% | -17.5% | -3.3% |
| 1Y | +9.3% | +11.4% | -2.1% | +3.7% |
| 3Y | +79.3% | +21.3% | +58.1% | +61.1% |
| 5Y | +73.8% | +6.7% | +67.1% | +57.3% |
| All | +290.3% | +16.6% | +273.7% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DBX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling