+1,658.0%
IWF vs DKS
+6,292.4%
-4,634.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | -0.4% | -30.5% | +30.1% | +6.0% |
| 3M | -2.6% | -35.7% | +33.1% | +5.1% |
| 6M | +9.1% | -29.7% | +38.8% | +15.1% |
| YTD | +4.5% | -28.9% | +33.3% | +9.6% |
| 1Y | +10.1% | -35.9% | +46.0% | +17.7% |
| 3Y | +77.6% | +28.2% | +49.5% | +58.3% |
| 5Y | +73.7% | +11.8% | +61.9% | +53.2% |
| 10Y | +411.5% | +211.6% | +199.9% | +222.9% |
| All | +1,658.0% | +6,292.4% | -4,634.4% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling