+409.4%
IWF vs D
+38.3%
+371.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -1.8% | -3.5% | +1.7% | -1.0% |
| 3M | +1.5% | -1.6% | +3.0% | +1.7% |
| 6M | +7.7% | +5.8% | +1.9% | +5.6% |
| YTD | +2.7% | +14.5% | -11.8% | -1.6% |
| 1Y | +6.8% | +14.2% | -7.4% | +2.1% |
| 3Y | +76.9% | +59.0% | +17.9% | +49.2% |
| 5Y | +73.4% | +5.4% | +68.0% | +68.0% |
| All | +409.4% | +38.3% | +371.2% | +360.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling