+203.9%
DOCN vs IWF
+65.2%
+138.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +0.3% |
| 7D | -19.2% | -5.0% | -14.2% | -10.8% |
| 30D | -43.1% | -13.2% | -29.8% | -25.3% |
| 3M | -40.7% | -9.4% | -31.3% | -27.0% |
| 6M | -55.0% | -8.6% | -46.4% | -44.7% |
| YTD | +50.6% | -5.3% | +55.9% | +76.1% |
| 1Y | +54.0% | -5.0% | +58.9% | +79.7% |
| 3Y | +203.9% | +64.6% | +139.3% | +50.4% |
| All | +203.9% | +65.2% | +138.7% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling