+392.8%
IWF vs DRI
+330.2%
+62.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | -8.6% | +10.8% | -19.4% | -11.1% |
| 3M | -6.5% | +0.9% | -7.4% | -7.0% |
| 6M | -5.6% | +16.3% | -22.0% | -9.9% |
| YTD | -1.5% | +27.8% | -29.3% | -8.8% |
| 1Y | -2.8% | +33.9% | -36.7% | -11.2% |
| 3Y | +67.1% | +67.2% | 0.0% | +41.7% |
| 5Y | +57.6% | +79.0% | -21.4% | +29.9% |
| All | +392.8% | +330.2% | +62.6% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling