+56.0%
IWF vs DBX
+24.0%
+32.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | -3.3% | +6.1% | +3.7% |
| 30D | -7.5% | -5.9% | -1.7% | -6.0% |
| 3M | -8.5% | -6.7% | -1.8% | -7.1% |
| 6M | -7.4% | +28.0% | -35.4% | -16.5% |
| YTD | -2.6% | +20.6% | -23.3% | -11.1% |
| 1Y | -1.8% | +10.3% | -12.1% | -7.4% |
| 3Y | +65.5% | +24.0% | +41.4% | +39.7% |
| All | +56.0% | +24.0% | +32.0% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling