+671.9%
IWF vs D
+792.9%
-121.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -10.1% | +10.7% | -20.8% | -13.4% |
| 3M | -7.6% | +2.3% | -9.9% | -8.6% |
| 6M | -6.7% | +12.5% | -19.2% | -11.2% |
| YTD | -2.5% | +20.1% | -22.6% | -9.7% |
| 1Y | -2.1% | +15.6% | -17.6% | -8.2% |
| 3Y | +68.6% | +75.2% | -6.5% | +31.6% |
| 5Y | +55.8% | +14.6% | +41.2% | +41.5% |
| 10Y | +383.3% | +43.8% | +339.5% | +283.9% |
| All | +671.9% | +792.9% | -121.0% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling