-48.1%
DOCS vs IWF
-6.4%
-41.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -0.8% | -5.0% | +4.2% | +1.4% |
| 30D | +17.4% | -13.2% | +30.6% | +24.0% |
| 3M | +57.4% | -9.4% | +66.8% | +63.4% |
| 6M | +26.5% | -8.6% | +35.1% | +30.5% |
| YTD | -26.6% | -5.3% | -21.3% | -23.0% |
| 1Y | -48.1% | -5.0% | -43.1% | -45.8% |
| All | -48.1% | -6.4% | -41.7% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling