-51.1%
DOCS vs IWF
+48.4%
-99.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | +3.1% |
| 7D | -1.3% | -8.9% | +7.5% | +9.6% |
| 30D | +19.4% | -14.6% | +34.0% | +42.7% |
| 3M | +53.4% | -10.8% | +64.2% | +74.5% |
| 6M | +28.8% | -8.2% | +36.9% | +38.9% |
| YTD | -25.1% | -6.5% | -18.6% | -21.4% |
| 1Y | -48.1% | -7.7% | -40.5% | -44.9% |
| 3Y | +51.4% | +63.5% | -12.2% | -28.4% |
| 5Y | -51.1% | +48.9% | -100.0% | -71.5% |
| All | -51.1% | +48.4% | -99.5% | -71.5% |
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