+73.4%
IWF vs DKS
+12.8%
+60.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | -4.7% | +3.0% | -0.7% |
| 30D | -1.8% | -35.1% | +33.2% | +6.1% |
| 3M | +1.5% | -37.7% | +39.2% | +10.3% |
| 6M | +7.7% | -30.7% | +38.4% | +13.6% |
| YTD | +2.7% | -31.9% | +34.6% | +8.5% |
| 1Y | +6.8% | -40.0% | +46.8% | +15.8% |
| 3Y | +76.9% | +28.4% | +48.5% | +52.9% |
| 5Y | +73.4% | +12.4% | +61.0% | +39.7% |
| All | +73.4% | +12.8% | +60.6% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling