+284.9%
IWF vs DBX
+20.9%
+264.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.3% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | -1.8% | +2.8% | -4.7% | -2.8% |
| 3M | +1.5% | +26.8% | -25.3% | -6.0% |
| 6M | +7.7% | +32.8% | -25.1% | -2.5% |
| YTD | +2.7% | +26.1% | -23.4% | -5.7% |
| 1Y | +6.8% | +14.1% | -7.4% | +0.6% |
| 3Y | +76.9% | +25.7% | +51.1% | +57.2% |
| 5Y | +73.4% | +11.2% | +62.2% | +55.1% |
| All | +284.9% | +20.9% | +264.0% | +197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling