+727.5%
IWF vs D
+761.5%
-33.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | +1.5% | -0.9% | 0.0% |
| 30D | -0.4% | -2.6% | +2.2% | +0.5% |
| 3M | -2.6% | 0.0% | -2.6% | -2.8% |
| 6M | +9.1% | +7.4% | +1.8% | +5.7% |
| YTD | +4.5% | +15.9% | -11.4% | -1.7% |
| 1Y | +10.1% | +18.1% | -8.0% | +2.5% |
| 3Y | +77.6% | +58.4% | +19.3% | +43.9% |
| 5Y | +73.7% | +5.2% | +68.5% | +63.2% |
| 10Y | +411.5% | +35.9% | +375.7% | +315.9% |
| All | +727.5% | +761.5% | -33.9% | +276.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling