+65.5%
IWF vs DG
+21.7%
+43.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -7.5% | +3.2% | -10.8% | -7.5% |
| 3M | -8.5% | +10.4% | -18.9% | -8.4% |
| 6M | -7.4% | +33.2% | -40.6% | -7.4% |
| YTD | -2.6% | +3.0% | -5.6% | -2.7% |
| 1Y | -1.8% | +31.2% | -33.1% | -1.4% |
| 3Y | +65.5% | +21.8% | +43.6% | +70.1% |
| All | +65.5% | +21.7% | +43.7% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling