-1.3%
IWF vs DG
+45.3%
-46.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | +0.2% |
| 7D | -4.2% | +12.3% | -16.4% | -4.5% |
| 30D | -8.1% | +19.3% | -27.4% | -8.9% |
| 3M | -5.1% | +11.9% | -16.9% | -5.5% |
| 6M | -1.4% | +25.0% | -26.4% | -3.0% |
| YTD | -0.1% | +8.7% | -8.8% | -0.7% |
| 1Y | -1.3% | +44.7% | -46.0% | -4.5% |
| All | -1.3% | +45.3% | -46.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling