+650.0%
IWF vs D
+797.6%
-147.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | -5.0% | +3.0% | -8.0% | -6.0% |
| 30D | -13.2% | +11.5% | -24.7% | -16.7% |
| 3M | -9.4% | +3.7% | -13.2% | -10.9% |
| 6M | -8.6% | +13.5% | -22.1% | -13.3% |
| YTD | -5.3% | +20.7% | -26.0% | -12.4% |
| 1Y | -5.0% | +18.2% | -23.2% | -11.6% |
| 3Y | +64.6% | +73.3% | -8.7% | +29.0% |
| 5Y | +50.8% | +12.3% | +38.5% | +38.1% |
| 10Y | +385.7% | +43.4% | +342.3% | +286.3% |
| All | +650.0% | +797.6% | -147.5% | +235.4% |
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