+65.5%
IWF vs D
+73.4%
-7.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | -7.5% | +7.7% | -15.3% | -7.3% |
| 3M | -8.5% | -0.3% | -8.2% | -8.4% |
| 6M | -7.4% | +10.1% | -17.5% | -7.2% |
| YTD | -2.6% | +19.1% | -21.7% | -2.4% |
| 1Y | -1.8% | +15.9% | -17.7% | -1.6% |
| 3Y | +65.5% | +75.0% | -9.5% | +64.3% |
| All | +65.5% | +73.4% | -7.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling