+10.1%
IWF vs D
+15.7%
-5.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.6% |
| 30D | -0.4% | -3.6% | +3.2% | -0.9% |
| 3M | -2.6% | -1.0% | -1.6% | -2.8% |
| 6M | +9.1% | +6.3% | +2.9% | +9.8% |
| YTD | +4.5% | +14.7% | -10.2% | +6.9% |
| 1Y | +10.1% | +16.9% | -6.9% | +12.9% |
| All | +10.1% | +15.7% | -5.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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