+70.5%
DOCN vs IWF
+90.5%
-20.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +0.1% |
| 7D | -19.2% | -5.0% | -14.2% | -10.2% |
| 30D | -43.1% | -13.2% | -29.8% | -23.6% |
| 3M | -40.7% | -9.4% | -31.3% | -25.9% |
| 6M | -55.0% | -8.6% | -46.4% | -43.9% |
| YTD | +50.6% | -5.3% | +55.9% | +76.7% |
| 1Y | +54.0% | -5.0% | +58.9% | +80.0% |
| 3Y | +203.9% | +64.6% | +139.3% | +25.4% |
| 5Y | -29.4% | +50.8% | -80.1% | -57.5% |
| All | +70.5% | +90.5% | -20.0% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling