+727.5%
IWF vs DRI
+3,554.9%
-2,827.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.5% | +0.6% | 0.0% | +0.4% |
| 30D | -0.4% | +3.8% | -4.2% | -1.5% |
| 3M | -2.6% | +13.0% | -15.6% | -6.1% |
| 6M | +9.1% | +8.3% | +0.8% | +6.2% |
| YTD | +4.5% | +20.6% | -16.1% | -1.5% |
| 1Y | +10.1% | +6.5% | +3.6% | +6.9% |
| 3Y | +77.6% | +53.7% | +23.9% | +54.3% |
| 5Y | +73.7% | +72.7% | +1.0% | +45.3% |
| 10Y | +411.5% | +363.2% | +48.4% | +201.8% |
| All | +727.5% | +3,554.9% | -2,827.3% | +198.2% |
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