-1.3%
IWF vs DKS
-29.5%
+28.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.1% |
| 7D | -4.2% | +8.4% | -12.6% | -4.4% |
| 30D | -8.1% | +7.7% | -15.8% | -8.4% |
| 3M | -5.1% | -25.8% | +20.7% | -3.6% |
| 6M | -1.4% | -31.0% | +29.6% | +0.1% |
| YTD | -0.1% | -23.8% | +23.7% | -0.1% |
| 1Y | -1.3% | -29.8% | +28.6% | -0.7% |
| All | -1.3% | -29.5% | +28.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling