+10.1%
IWF vs DLTR
+29.2%
-19.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.5% | +2.5% | -1.9% | +0.4% |
| 30D | -0.4% | +2.1% | -2.5% | -0.6% |
| 3M | -2.6% | +20.3% | -22.9% | -4.4% |
| 6M | +9.1% | +11.5% | -2.4% | +7.6% |
| YTD | +4.5% | +6.8% | -2.4% | +3.3% |
| 1Y | +10.1% | +31.1% | -21.0% | +3.5% |
| All | +10.1% | +29.2% | -19.2% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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