+66.4%
DOCN vs IWF
+88.2%
-21.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.4% | -9.5% | -3.8% |
| 7D | -29.3% | -8.9% | -20.4% | -14.7% |
| 30D | -46.0% | -14.6% | -31.5% | -25.4% |
| 3M | -43.2% | -10.8% | -32.4% | -26.9% |
| 6M | -53.7% | -8.2% | -45.5% | -42.7% |
| YTD | +46.9% | -6.5% | +53.4% | +76.5% |
| 1Y | +54.3% | -7.7% | +62.0% | +90.1% |
| 3Y | +185.5% | +63.5% | +122.0% | +19.2% |
| 5Y | -31.1% | +48.9% | -80.0% | -57.5% |
| All | +66.4% | +88.2% | -21.8% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling