-38.8%
DOCS vs IWF
+74.9%
-113.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | -0.6% | -2.9% | +2.4% | +2.6% |
| 30D | +6.3% | -10.9% | +17.2% | +20.9% |
| 3M | +26.5% | -8.1% | +34.6% | +38.4% |
| 6M | +24.8% | -7.5% | +32.3% | +33.8% |
| YTD | -26.8% | -3.4% | -23.4% | -26.1% |
| 1Y | -38.3% | -5.0% | -33.3% | -36.5% |
| 3Y | +36.0% | +64.0% | -28.0% | -35.4% |
| 5Y | -55.0% | +56.8% | -111.7% | -75.7% |
| All | -38.8% | +74.9% | -113.7% | -66.3% |
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 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