+392.8%
IWF vs D
+47.7%
+345.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +5.3% | -3.1% | +8.3% | +6.1% |
| 30D | -8.6% | +8.4% | -17.0% | -10.6% |
| 3M | -6.5% | +0.2% | -6.8% | -6.8% |
| 6M | -5.6% | +9.5% | -15.1% | -8.3% |
| YTD | -1.5% | +18.8% | -20.3% | -6.7% |
| 1Y | -2.8% | +14.7% | -17.5% | -7.2% |
| 3Y | +67.1% | +72.9% | -5.8% | +37.5% |
| 5Y | +57.6% | +13.1% | +44.5% | +49.3% |
| All | +392.8% | +47.7% | +345.1% | +336.7% |
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