+721.2%
IWF vs DLTR
+838.8%
-117.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.5% |
| 7D | +0.5% | -10.2% | +10.8% | +2.7% |
| 30D | -1.4% | -8.5% | +7.1% | +0.2% |
| 3M | +0.4% | +5.6% | -5.1% | -1.1% |
| 6M | +8.5% | +2.2% | +6.3% | +6.8% |
| YTD | +3.7% | -3.8% | +7.4% | +3.0% |
| 1Y | +8.5% | +22.9% | -14.5% | +2.1% |
| 3Y | +78.5% | +2.0% | +76.5% | +68.6% |
| 5Y | +73.6% | +29.8% | +43.8% | +51.5% |
| 10Y | +421.3% | +45.0% | +376.3% | +323.3% |
| All | +721.2% | +838.8% | -117.6% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling