-27.5%
DOCN vs IWF
+55.4%
-82.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.0% | -2.0% |
| 7D | +19.1% | +2.8% | +16.3% | +13.5% |
| 30D | -21.0% | -7.5% | -13.5% | -6.1% |
| 3M | -34.7% | -8.5% | -26.3% | -19.8% |
| 6M | -45.8% | -7.4% | -38.4% | -33.8% |
| YTD | +79.4% | -2.6% | +82.0% | +100.6% |
| 1Y | +91.0% | -1.8% | +92.9% | +110.6% |
| 3Y | +237.5% | +65.5% | +172.0% | +37.5% |
| All | -27.5% | +55.4% | -82.8% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling