-38.3%
DOCS vs IWF
-4.2%
-34.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -0.6% | -2.9% | +2.4% | +0.7% |
| 30D | +6.3% | -10.9% | +17.2% | +11.4% |
| 3M | +26.5% | -8.1% | +34.6% | +30.7% |
| 6M | +24.8% | -7.5% | +32.3% | +28.5% |
| YTD | -26.8% | -3.4% | -23.4% | -23.0% |
| 1Y | -38.3% | -5.0% | -33.3% | -34.0% |
| All | -38.3% | -4.2% | -34.1% | -34.0% |
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