+381.2%
IWF vs D
+44.7%
+336.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | -10.9% | +10.9% | -21.8% | -13.3% |
| 3M | -8.1% | +2.8% | -10.9% | -8.9% |
| 6M | -7.5% | +12.7% | -20.2% | -10.9% |
| YTD | -3.4% | +20.3% | -23.7% | -8.8% |
| 1Y | -5.0% | +17.1% | -22.1% | -9.7% |
| 3Y | +64.0% | +75.1% | -11.1% | +34.5% |
| 5Y | +56.8% | +13.1% | +43.6% | +48.8% |
| 10Y | +381.2% | +48.3% | +332.9% | +325.6% |
| All | +381.2% | +44.7% | +336.5% | +325.6% |
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 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