+671.1%
IWF vs DD
+446.2%
+225.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.8% | +5.0% | -2.1% | +1.0% |
| 30D | -7.5% | +19.7% | -27.2% | -13.4% |
| 3M | -8.5% | +7.2% | -15.7% | -10.9% |
| 6M | -7.4% | +1.0% | -8.4% | -8.3% |
| YTD | -2.6% | +29.1% | -31.7% | -12.2% |
| 1Y | -1.8% | +28.5% | -30.3% | -11.4% |
| 3Y | +65.5% | +89.4% | -24.0% | +27.0% |
| 5Y | +55.8% | +67.1% | -11.3% | +23.7% |
| 10Y | +384.9% | +97.5% | +287.3% | +237.1% |
| All | +671.1% | +446.2% | +225.0% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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