+7.0%
IWF vs DLTR
+19.1%
-12.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.9% | -10.1% | +9.2% | -0.2% |
| 30D | -1.7% | -8.1% | +6.4% | -1.2% |
| 3M | +0.7% | +2.9% | -2.2% | 0.0% |
| 6M | +8.6% | +4.3% | +4.2% | +7.4% |
| YTD | +3.5% | -3.9% | +7.5% | +3.1% |
| 1Y | +7.0% | +18.9% | -11.9% | +1.8% |
| All | +7.0% | +19.1% | -12.1% | +1.8% |
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