+671.1%
IWF vs DRI
+3,786.2%
-3,115.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.8% | +1.1% | +1.8% | +2.5% |
| 30D | -7.5% | +9.7% | -17.2% | -9.9% |
| 3M | -8.5% | +3.2% | -11.7% | -9.5% |
| 6M | -7.4% | +20.6% | -28.0% | -12.5% |
| YTD | -2.6% | +28.3% | -30.9% | -9.9% |
| 1Y | -1.8% | +34.5% | -36.4% | -10.5% |
| 3Y | +65.5% | +66.5% | -1.1% | +40.5% |
| 5Y | +55.8% | +79.6% | -23.8% | +28.9% |
| 10Y | +384.9% | +333.8% | +51.1% | +190.7% |
| All | +671.1% | +3,786.2% | -3,115.1% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling