+116.4%
DOCN vs IWF
-1.6%
+118.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -8.0% |
| 7D | -20.0% | -4.2% | -15.9% | -11.9% |
| 30D | -38.8% | -8.1% | -30.6% | -25.2% |
| 3M | -34.8% | -5.1% | -29.7% | -24.8% |
| 6M | -22.8% | -1.4% | -21.4% | -15.3% |
| YTD | +74.6% | -0.1% | +74.7% | +91.6% |
| 1Y | +116.4% | -1.3% | +117.7% | +142.2% |
| All | +116.4% | -1.6% | +118.1% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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